+103.8%
HYG vs KMI
+103.9%
-0.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.5% |
| 30D | -0.7% | -2.7% | +2.0% | -0.4% |
| 3M | -0.2% | -0.7% | +0.5% | -0.2% |
| 6M | +1.4% | -5.0% | +6.4% | +2.0% |
| YTD | +1.5% | +15.5% | -14.0% | -0.9% |
| 1Y | +2.9% | +16.4% | -13.5% | +0.3% |
| 3Y | +25.6% | +114.2% | -88.5% | +11.3% |
| 5Y | +18.6% | +153.3% | -134.7% | +1.9% |
| 10Y | +55.7% | +132.4% | -76.7% | +31.6% |
| All | +103.8% | +103.9% | -0.1% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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