+147.3%
HYG vs KDP
+1,130.5%
-983.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | 0.0% | +2.1% | -2.0% | -0.3% |
| 30D | -0.1% | +8.5% | -8.5% | -1.3% |
| 3M | +1.0% | +6.6% | -5.6% | -0.2% |
| 6M | +2.3% | +17.1% | -14.7% | -0.3% |
| YTD | +2.1% | +19.0% | -16.9% | -0.9% |
| 1Y | +3.8% | +21.8% | -18.0% | +0.2% |
| 3Y | +26.7% | +6.4% | +20.3% | +23.8% |
| 5Y | +19.3% | +5.1% | +14.1% | +16.3% |
| 10Y | +55.3% | +175.8% | -120.6% | +24.5% |
| All | +147.3% | +1,130.5% | -983.2% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling