+55.2%
HYG vs KDP
+172.7%
-117.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -3.7% | +3.0% | -0.4% |
| 30D | -0.7% | +6.2% | -6.9% | -1.3% |
| 3M | -0.2% | +1.2% | -1.4% | -0.4% |
| 6M | +1.4% | +15.3% | -13.9% | -0.1% |
| YTD | +1.5% | +14.8% | -13.4% | -0.1% |
| 1Y | +2.9% | +17.6% | -14.7% | +1.0% |
| 3Y | +25.6% | +2.1% | +23.5% | +24.4% |
| 5Y | +18.6% | +2.7% | +15.8% | +17.2% |
| All | +55.2% | +172.7% | -117.5% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling