+179.3%
KO vs HYG
+56.1%
+123.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.2% | -0.7% | +1.0% | +1.0% |
| 30D | +1.8% | -0.7% | +2.5% | +2.6% |
| 3M | +7.7% | -0.2% | +7.9% | +7.9% |
| 6M | +15.3% | +1.4% | +13.8% | +13.5% |
| YTD | +28.0% | +1.5% | +26.5% | +25.9% |
| 1Y | +34.3% | +2.9% | +31.4% | +30.1% |
| 3Y | +63.8% | +25.6% | +38.1% | +27.4% |
| 5Y | +84.1% | +18.6% | +65.5% | +54.5% |
| All | +179.3% | +56.1% | +123.3% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling