+128.7%
KEY vs HSY
-0.5%
+129.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +2.9% | -2.1% | +5.1% | +3.0% |
| 30D | +8.4% | +6.1% | +2.3% | +8.3% |
| 3M | -5.8% | -5.6% | -0.1% | -5.7% |
| 6M | +5.4% | -9.5% | +15.0% | +5.6% |
| YTD | +7.1% | -2.1% | +9.2% | +6.8% |
| 1Y | +26.8% | +0.8% | +26.0% | +26.4% |
| 3Y | +128.7% | -2.1% | +130.8% | +129.3% |
| All | +128.7% | -0.5% | +129.2% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling