-56.0%
KHC vs HSY
+130.0%
-186.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.6% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | +0.5% | -3.4% | +4.0% | +2.4% |
| 3M | +3.0% | -0.5% | +3.5% | +3.2% |
| 6M | +6.6% | -19.1% | +25.8% | +18.6% |
| YTD | +5.8% | -2.1% | +7.8% | +5.5% |
| 1Y | -2.2% | -3.2% | +1.0% | -2.2% |
| 3Y | -12.5% | -8.8% | -3.7% | -11.4% |
| 5Y | -13.6% | +13.0% | -26.5% | -23.2% |
| All | -56.0% | +130.0% | -186.0% | -73.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling