+1,007.5%
KEY vs HSY
+4,530.8%
-3,523.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -1.3% | +7.5% | -8.8% | -4.1% |
| 30D | +5.1% | +11.1% | -5.9% | +0.7% |
| 3M | -7.1% | -1.9% | -5.2% | -6.8% |
| 6M | -4.4% | -3.0% | -1.4% | -4.3% |
| YTD | +4.0% | 0.0% | +4.0% | +1.9% |
| 1Y | +23.4% | +9.4% | +14.0% | +16.4% |
| 3Y | +113.9% | +3.8% | +110.2% | +98.8% |
| 5Y | +12.3% | +15.2% | -2.8% | -2.1% |
| 10Y | +125.5% | +126.9% | -1.4% | +48.5% |
| All | +1,007.5% | +4,530.8% | -3,523.3% | +172.0% |
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