+55.2%
HYG vs KEY
+172.4%
-117.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | -1.5% | +0.8% | -0.5% |
| 30D | -0.7% | -3.7% | +2.9% | -0.3% |
| 3M | -0.2% | -1.3% | +1.1% | -0.1% |
| 6M | +1.4% | +13.3% | -11.9% | -0.1% |
| YTD | +1.5% | +9.0% | -7.5% | +0.3% |
| 1Y | +2.9% | +18.7% | -15.8% | +0.7% |
| 3Y | +25.6% | +125.3% | -99.6% | +12.9% |
| 5Y | +18.6% | +40.2% | -21.7% | +10.4% |
| All | +55.2% | +172.4% | -117.2% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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