+151.7%
HYG vs KNX
+363.5%
-211.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.7% | -5.6% | +4.9% | -0.1% |
| 30D | -0.7% | -4.4% | +3.7% | -0.3% |
| 3M | -0.2% | -17.3% | +17.1% | +1.7% |
| 6M | +1.4% | +22.6% | -21.2% | -1.2% |
| YTD | +1.5% | +31.1% | -29.7% | -2.1% |
| 1Y | +2.9% | +60.2% | -57.3% | -3.1% |
| 3Y | +25.6% | +35.8% | -10.1% | +19.1% |
| 5Y | +18.6% | +38.9% | -20.4% | +11.1% |
| 10Y | +55.7% | +166.5% | -110.7% | +31.3% |
| All | +151.7% | +363.5% | -211.7% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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