+46.1%
LQD vs KWEB
+20.3%
+25.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -1.1% | -4.3% | +3.2% | -1.0% |
| 30D | -1.1% | -13.0% | +11.9% | -0.7% |
| 3M | -2.3% | -7.6% | +5.2% | -2.2% |
| 6M | -2.9% | -21.1% | +18.2% | -2.3% |
| YTD | -2.3% | -28.2% | +25.9% | -1.5% |
| 1Y | -2.2% | -34.9% | +32.7% | -1.1% |
| 3Y | +14.0% | -0.8% | +14.8% | +13.5% |
| 5Y | -5.8% | -43.6% | +37.8% | -6.1% |
| 10Y | +22.2% | -21.7% | +43.9% | +22.3% |
| All | +46.1% | +20.3% | +25.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KWEB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling