+12.2%
KEY vs HSY
+14.9%
-2.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.3% | +7.5% | -8.8% | -1.8% |
| 30D | +5.1% | +11.1% | -5.9% | +4.3% |
| 3M | -7.1% | -1.9% | -5.2% | -7.1% |
| 6M | -4.4% | -3.0% | -1.4% | -4.4% |
| YTD | +4.0% | 0.0% | +4.0% | +3.5% |
| 1Y | +23.4% | +9.4% | +14.0% | +21.6% |
| 3Y | +113.9% | +3.8% | +110.2% | +109.0% |
| All | +12.2% | +14.9% | -2.6% | -5.4% |
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 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