+151.8%
HYG vs KMX
+142.7%
+9.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -0.7% | -3.4% | +2.6% | -0.4% |
| 30D | -0.6% | +4.0% | -4.6% | -1.0% |
| 3M | +0.4% | +24.8% | -24.4% | -2.2% |
| 6M | +1.2% | +43.6% | -42.4% | -3.2% |
| YTD | +1.5% | +56.6% | -55.1% | -4.1% |
| 1Y | +3.2% | +2.2% | +0.9% | +1.3% |
| 3Y | +25.9% | -25.4% | +51.3% | +26.1% |
| 5Y | +18.6% | -55.0% | +73.6% | +23.1% |
| 10Y | +55.8% | +9.6% | +46.2% | +40.7% |
| All | +151.8% | +142.7% | +9.1% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling