+14.7%
KMB vs HSY
+124.3%
-109.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | -8.6% | -3.0% | -5.7% | -7.4% |
| 30D | -7.5% | -5.0% | -2.5% | -5.4% |
| 3M | -0.6% | -1.3% | +0.7% | -0.2% |
| 6M | -1.5% | -21.5% | +20.0% | +8.9% |
| YTD | +1.6% | -3.3% | +4.9% | +2.0% |
| 1Y | -20.8% | -5.5% | -15.3% | -19.8% |
| 3Y | -12.4% | -9.9% | -2.5% | -11.2% |
| 5Y | -12.9% | +11.3% | -24.3% | -22.1% |
| 10Y | +14.7% | +128.1% | -113.3% | -27.9% |
| All | +14.7% | +124.3% | -109.6% | -27.9% |
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