+4,047.3%
HSY vs KIM
+3,337.3%
+710.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +3.8% | +2.8% | +1.1% | +3.3% |
| 30D | +6.9% | +15.9% | -9.0% | +4.2% |
| 3M | -4.1% | +7.8% | -11.8% | -5.3% |
| 6M | -5.0% | +11.9% | -16.9% | -6.8% |
| YTD | -2.3% | +31.0% | -33.3% | -6.8% |
| 1Y | +6.1% | +32.3% | -26.3% | +1.0% |
| 3Y | -0.7% | +65.5% | -66.1% | -9.4% |
| 5Y | +9.9% | +37.2% | -27.3% | +2.1% |
| 10Y | +127.8% | +63.9% | +63.9% | +94.1% |
| All | +4,047.3% | +3,337.3% | +710.0% | +2,115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling