+634.8%
KGC vs HSY
+131.3%
+503.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | -8.8% | +7.7% | -16.5% | -10.5% |
| 3M | -21.1% | -2.3% | -18.8% | -20.7% |
| 6M | -32.3% | -5.3% | -27.0% | -31.8% |
| YTD | -23.5% | -0.9% | -22.6% | -24.0% |
| 1Y | -15.0% | +5.2% | -20.2% | -16.9% |
| 3Y | +327.5% | +0.7% | +326.8% | +311.7% |
| 5Y | +244.3% | +12.2% | +232.1% | +213.9% |
| 10Y | +634.8% | +131.1% | +503.6% | +451.9% |
| All | +634.8% | +131.3% | +503.5% | +451.9% |
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