+126.5%
HSY vs KMX
+11.6%
+114.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +0.1% | -3.1% | +3.2% | +0.4% |
| 30D | -5.2% | +4.4% | -9.6% | -5.7% |
| 3M | -3.4% | +18.9% | -22.3% | -5.5% |
| 6M | -19.2% | +44.3% | -63.5% | -23.1% |
| YTD | -2.6% | +58.7% | -61.3% | -8.7% |
| 1Y | -3.8% | +0.1% | -3.9% | -5.3% |
| 3Y | -10.6% | -24.4% | +13.8% | -10.5% |
| 5Y | +12.3% | -54.4% | +66.7% | +18.5% |
| All | +126.5% | +11.6% | +114.9% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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