+280.1%
KEEL vs HSY
+32.9%
+247.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.5% | -7.0% |
| 7D | +2.7% | -0.4% | +3.1% | +2.6% |
| 30D | +4.6% | -3.4% | +8.0% | +3.8% |
| 3M | -34.5% | -0.5% | -34.0% | -34.1% |
| 6M | +59.3% | -19.1% | +78.4% | +55.0% |
| YTD | +46.4% | -2.1% | +48.4% | +47.7% |
| 1Y | +96.6% | -3.2% | +99.8% | +98.3% |
| 3Y | +182.0% | -8.8% | +190.8% | +184.4% |
| 5Y | -38.2% | +13.0% | -51.2% | -33.6% |
| All | +280.1% | +32.9% | +247.2% | +451.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling