+18.3%
HYG vs KHC
-13.4%
+31.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.7% | -1.0% | +0.3% | -0.7% |
| 30D | -0.7% | +1.9% | -2.6% | -0.9% |
| 3M | -0.2% | +3.2% | -3.4% | -0.5% |
| 6M | +1.4% | +10.0% | -8.5% | +0.7% |
| YTD | +1.5% | +6.7% | -5.2% | +0.9% |
| 1Y | +2.9% | -0.9% | +3.8% | +2.8% |
| 3Y | +25.6% | -13.6% | +39.2% | +26.0% |
| All | +18.3% | -13.4% | +31.7% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling