+3.9%
HYG vs KRMN
-25.5%
+29.4%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | 0.0% |
| 7D | -0.2% | -12.3% | +12.1% | +0.1% |
| 30D | +0.1% | -27.5% | +27.6% | +0.7% |
| 3M | +0.7% | -26.5% | +27.1% | +1.1% |
| 6M | +1.5% | -59.6% | +61.0% | +3.1% |
| YTD | +2.2% | -45.4% | +47.5% | +3.1% |
| 1Y | +3.9% | -25.1% | +29.0% | +4.4% |
| All | +3.9% | -25.5% | +29.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 1y: compounded portfolio wealth divided by compounded KRMN 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…
1y analysis · Full analysis span regression · 6 months rolling