+5.1%
KDP vs HSY
+13.1%
-8.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.1% | -1.6% | +3.6% | +2.6% |
| 30D | +8.5% | -4.2% | +12.7% | +10.1% |
| 3M | +6.6% | -0.7% | +7.3% | +6.8% |
| 6M | +17.1% | -21.8% | +38.9% | +26.5% |
| YTD | +19.0% | -2.7% | +21.7% | +19.4% |
| 1Y | +21.8% | -4.8% | +26.6% | +22.6% |
| 3Y | +6.4% | -9.4% | +15.8% | +7.8% |
| 5Y | +5.1% | +11.3% | -6.1% | -7.0% |
| All | +5.1% | +13.1% | -8.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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