+125.0%
HYG vs KKR
+1,586.8%
-1,461.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -0.7% | -6.2% | +5.5% | +0.1% |
| 30D | -0.7% | -8.9% | +8.1% | +0.4% |
| 3M | -0.2% | +6.3% | -6.5% | -1.2% |
| 6M | +1.4% | +16.5% | -15.0% | -1.1% |
| YTD | +1.5% | -20.3% | +21.7% | +3.8% |
| 1Y | +2.9% | -29.8% | +32.7% | +6.9% |
| 3Y | +25.6% | +63.2% | -37.5% | +12.7% |
| 5Y | +18.6% | +68.0% | -49.4% | +3.6% |
| 10Y | +55.7% | +704.3% | -648.5% | +5.8% |
| All | +125.0% | +1,586.8% | -1,461.8% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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