+167.0%
KEY vs HSY
+122.8%
+44.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +2.7% | -1.6% | +4.3% | +3.3% |
| 30D | -3.2% | -4.2% | +1.0% | -1.8% |
| 3M | +1.0% | -0.7% | +1.7% | +0.7% |
| 6M | +11.9% | -21.8% | +33.7% | +21.3% |
| YTD | +8.7% | -2.7% | +11.4% | +7.7% |
| 1Y | +18.5% | -4.8% | +23.3% | +17.9% |
| 3Y | +124.0% | -9.4% | +133.3% | +121.7% |
| 5Y | +40.8% | +11.3% | +29.6% | +18.5% |
| 10Y | +167.0% | +125.0% | +42.0% | +92.9% |
| All | +167.0% | +122.8% | +44.2% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling