+55.2%
HYG vs KMB
+14.6%
+40.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -6.5% | +5.8% | 0.0% |
| 30D | -0.7% | -8.8% | +8.1% | +0.3% |
| 3M | -0.2% | -2.2% | +2.0% | -0.1% |
| 6M | +1.4% | +0.7% | +0.8% | +1.1% |
| YTD | +1.5% | +1.0% | +0.4% | +1.0% |
| 1Y | +2.9% | -20.3% | +23.2% | +5.2% |
| 3Y | +25.6% | -13.3% | +38.9% | +26.4% |
| 5Y | +18.6% | -12.9% | +31.5% | +18.6% |
| All | +55.2% | +14.6% | +40.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling