+11.3%
HSY vs KIM
+37.7%
-26.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -4.2% | -1.7% | -2.5% | -3.9% |
| 3M | -0.7% | -0.8% | +0.1% | -0.5% |
| 6M | -21.8% | +4.4% | -26.2% | -22.4% |
| YTD | -2.7% | +21.2% | -23.9% | -6.2% |
| 1Y | -4.8% | +10.5% | -15.4% | -6.8% |
| 3Y | -9.4% | +47.5% | -56.9% | -15.8% |
| 5Y | +11.3% | +37.1% | -25.8% | +3.8% |
| All | +11.3% | +37.7% | -26.5% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 5y: compounded portfolio wealth divided by compounded KIM 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…
5y analysis · Full analysis span regression · 6 months rolling