-16.2%
KHC vs HSY
+11.5%
-27.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.6% |
| 7D | -4.6% | +1.1% | -5.7% | -5.2% |
| 30D | +8.1% | +7.7% | +0.4% | +4.3% |
| 3M | 0.0% | -2.3% | +2.3% | +1.0% |
| 6M | +7.9% | -5.3% | +13.2% | +10.2% |
| YTD | +5.3% | -0.9% | +6.2% | +4.2% |
| 1Y | +5.1% | +5.2% | -0.1% | +0.8% |
| 3Y | -12.8% | +0.7% | -13.5% | -16.6% |
| 5Y | -16.2% | +12.2% | -28.4% | -25.2% |
| All | -16.2% | +11.5% | -27.7% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling