+32.7%
KO vs HYG
+4.1%
+28.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +1.4% | +0.1% | +1.3% | +1.4% |
| 3M | +15.4% | +0.7% | +14.7% | +15.5% |
| 6M | +14.3% | +1.5% | +12.8% | +13.8% |
| YTD | +27.7% | +2.2% | +25.5% | +27.3% |
| 1Y | +32.7% | +3.9% | +28.8% | +32.4% |
| All | +32.7% | +4.1% | +28.6% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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