+153.5%
HYG vs KEY
+12.1%
+141.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -0.2% | +2.2% | -2.4% | -0.4% |
| 30D | +0.1% | -3.0% | +3.1% | +0.4% |
| 3M | +0.7% | +3.3% | -2.7% | +0.3% |
| 6M | +1.5% | +9.2% | -7.7% | +0.5% |
| YTD | +2.2% | +10.6% | -8.5% | +1.0% |
| 1Y | +3.9% | +20.4% | -16.5% | +1.7% |
| 3Y | +26.0% | +121.8% | -95.8% | +14.8% |
| 5Y | +19.2% | +41.1% | -22.0% | +11.6% |
| 10Y | +54.8% | +168.5% | -113.7% | +31.0% |
| All | +153.5% | +12.1% | +141.5% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling