+25.7%
HYG vs KHC
-12.8%
+38.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.7% | -2.5% | +1.8% | -0.6% |
| 30D | -0.6% | +0.5% | -1.1% | -0.6% |
| 3M | +0.4% | +3.0% | -2.6% | +0.2% |
| 6M | +1.2% | +6.6% | -5.4% | +0.9% |
| YTD | +1.5% | +5.8% | -4.3% | +1.1% |
| 1Y | +3.2% | -2.2% | +5.4% | +3.2% |
| All | +25.7% | -12.8% | +38.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 3y: compounded portfolio wealth divided by compounded KHC 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…
3y analysis · Full analysis span regression · 6 months rolling