+153.4%
HYG vs KIM
+25.9%
+127.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | 0.0% | -0.3% | +0.4% | +0.1% |
| 30D | -0.1% | -1.7% | +1.6% | +0.1% |
| 3M | +1.0% | -0.8% | +1.8% | +1.0% |
| 6M | +2.3% | +4.4% | -2.1% | +1.7% |
| YTD | +2.1% | +21.2% | -19.1% | -0.3% |
| 1Y | +3.8% | +10.5% | -6.8% | +2.4% |
| 3Y | +26.7% | +47.5% | -20.8% | +20.2% |
| 5Y | +19.3% | +37.1% | -17.8% | +13.4% |
| 10Y | +55.3% | +29.5% | +25.8% | +42.4% |
| All | +153.4% | +25.9% | +127.5% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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