+113.6%
KEY vs HSY
+122.5%
-8.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.6% |
| 7D | -0.4% | +1.3% | -1.7% | -0.9% |
| 30D | +7.2% | +6.6% | +0.6% | +4.6% |
| 3M | -4.9% | -4.1% | -0.8% | -3.8% |
| 6M | +1.1% | -5.2% | +6.3% | +1.9% |
| YTD | +6.8% | -2.5% | +9.4% | +5.5% |
| 1Y | +23.3% | +4.7% | +18.5% | +18.0% |
| 3Y | +126.1% | +0.6% | +125.5% | +111.0% |
| 5Y | +15.2% | +11.7% | +3.5% | -4.0% |
| 10Y | +113.6% | +120.0% | -6.4% | +51.4% |
| All | +113.6% | +122.5% | -8.9% | +51.4% |
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