+696.7%
KKR vs HSY
+128.6%
+568.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -8.9% | -5.2% | -3.7% | -7.9% |
| 3M | +6.3% | -3.4% | +9.7% | +6.7% |
| 6M | +16.5% | -19.2% | +35.7% | +21.4% |
| YTD | -20.3% | -2.6% | -17.6% | -21.2% |
| 1Y | -29.8% | -3.8% | -26.0% | -30.5% |
| 3Y | +63.2% | -10.6% | +73.8% | +62.3% |
| 5Y | +68.0% | +12.3% | +55.7% | +47.5% |
| All | +696.7% | +128.6% | +568.1% | +525.2% |
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 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