+1,018.0%
KEYS vs HSY
+128.6%
+889.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -4.5% | -5.2% | +0.7% | -3.4% |
| 3M | -0.4% | -3.4% | +3.0% | -0.3% |
| 6M | +19.1% | -19.2% | +38.3% | +25.1% |
| YTD | +66.7% | -2.6% | +69.3% | +66.0% |
| 1Y | +96.5% | -3.8% | +100.2% | +95.6% |
| 3Y | +155.2% | -10.6% | +165.8% | +156.4% |
| 5Y | +88.0% | +12.3% | +75.7% | +70.0% |
| All | +1,018.0% | +128.6% | +889.4% | +789.9% |
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