+35.5%
KMB vs HSY
+127.3%
-91.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -0.7% |
| 7D | -3.0% | -2.3% | -0.6% | -2.0% |
| 30D | +9.1% | +6.3% | +2.8% | +6.0% |
| 3M | -0.4% | -5.2% | +4.8% | +1.8% |
| 6M | +13.0% | -8.3% | +21.3% | +16.8% |
| YTD | +10.3% | -2.7% | +13.0% | +10.3% |
| 1Y | +8.2% | +0.1% | +8.1% | +6.6% |
| 3Y | +0.4% | -1.0% | +1.4% | -3.3% |
| 5Y | -2.7% | +10.6% | -13.3% | -12.8% |
| All | +35.5% | +127.3% | -91.8% | -17.6% |
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