+655.3%
KGC vs HSY
+130.0%
+525.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.6% |
| 7D | -8.4% | -0.4% | -8.0% | -8.3% |
| 30D | +6.3% | -3.4% | +9.8% | +7.2% |
| 3M | +22.4% | -0.5% | +22.9% | +22.3% |
| 6M | -11.4% | -19.1% | +7.7% | -7.0% |
| YTD | +3.1% | -2.1% | +5.2% | +2.8% |
| 1Y | +26.6% | -3.2% | +29.8% | +26.2% |
| 3Y | +525.6% | -8.8% | +534.4% | +525.0% |
| 5Y | +451.7% | +13.0% | +438.7% | +400.5% |
| All | +655.3% | +130.0% | +525.4% | +518.9% |
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