+153.0%
HYG vs KGC
+143.4%
+9.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.1% | +10.5% | -10.6% | -0.5% |
| 3M | +0.7% | +19.8% | -19.1% | -0.2% |
| 6M | +1.5% | -6.7% | +8.2% | +1.5% |
| YTD | +1.9% | +7.8% | -5.8% | +1.2% |
| 1Y | +3.7% | +35.7% | -31.9% | +1.9% |
| 3Y | +26.5% | +553.7% | -527.2% | +15.9% |
| 5Y | +19.0% | +461.7% | -442.7% | +8.8% |
| 10Y | +56.5% | +710.2% | -653.7% | +38.6% |
| All | +153.0% | +143.4% | +9.6% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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