+153.4%
HYG vs KMB
+207.7%
-54.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.3% |
| 7D | 0.0% | -2.7% | +2.7% | +0.5% |
| 30D | -0.1% | -5.0% | +5.0% | +0.8% |
| 3M | +1.0% | +6.6% | -5.6% | -0.3% |
| 6M | +2.3% | +1.0% | +1.3% | +1.8% |
| YTD | +2.1% | +6.0% | -3.8% | +0.7% |
| 1Y | +3.8% | -16.6% | +20.4% | +6.5% |
| 3Y | +26.7% | -8.6% | +35.3% | +26.7% |
| 5Y | +19.3% | -10.9% | +30.1% | +19.1% |
| 10Y | +55.3% | +16.8% | +38.4% | +43.1% |
| All | +153.4% | +207.7% | -54.3% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling