+4,028.2%
HSY vs KIM
+3,058.9%
+969.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -2.8% | -4.0% | +1.2% | -2.1% |
| 3M | -4.5% | +0.5% | -5.0% | -4.6% |
| 6M | -24.2% | +3.6% | -27.8% | -24.7% |
| YTD | -2.7% | +20.4% | -23.2% | -5.8% |
| 1Y | -3.7% | +9.7% | -13.4% | -5.3% |
| 3Y | -11.5% | +46.0% | -57.5% | -17.7% |
| 5Y | +10.3% | +34.4% | -24.1% | +2.9% |
| 10Y | +122.1% | +29.3% | +92.8% | +96.9% |
| All | +4,028.2% | +3,058.9% | +969.3% | +2,138.2% |
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