+18.3%
HYG vs KMX
-54.8%
+73.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -0.7% | +4.4% | -5.2% | -1.1% |
| 3M | -0.2% | +18.9% | -19.1% | -1.7% |
| 6M | +1.4% | +44.3% | -42.9% | -1.9% |
| YTD | +1.5% | +58.7% | -57.2% | -2.9% |
| 1Y | +2.9% | +0.1% | +2.8% | +2.1% |
| 3Y | +25.6% | -24.4% | +50.1% | +26.5% |
| All | +18.3% | -54.8% | +73.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 5y: compounded portfolio wealth divided by compounded KMX 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…
5y analysis · Full analysis span regression · 6 months rolling