+62.1%
HYG vs KHC
-42.1%
+104.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -0.2% | -4.8% | +4.6% | +0.3% |
| 30D | -0.1% | +0.3% | -0.4% | -0.2% |
| 3M | +0.7% | +6.7% | -6.0% | -0.1% |
| 6M | +1.5% | +4.2% | -2.6% | +0.9% |
| YTD | +1.9% | +6.7% | -4.8% | +0.9% |
| 1Y | +3.7% | -1.4% | +5.1% | +3.5% |
| 3Y | +26.5% | -11.8% | +38.2% | +26.9% |
| 5Y | +19.0% | -13.4% | +32.3% | +18.9% |
| 10Y | +56.5% | -54.3% | +110.8% | +59.1% |
| All | +62.1% | -42.1% | +104.2% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling