+8.3%
HYG vs KRMN
+17.6%
-9.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -0.7% | -11.8% | +11.0% | -0.4% |
| 30D | -0.7% | -43.0% | +42.3% | +0.8% |
| 3M | -0.2% | -28.8% | +28.6% | +0.5% |
| 6M | +1.4% | -66.3% | +67.8% | +4.3% |
| YTD | +1.5% | -51.8% | +53.2% | +2.8% |
| 1Y | +2.9% | -44.7% | +47.6% | +3.4% |
| All | +8.3% | +17.6% | -9.3% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling