+1,844.7%
KMB vs HSY
+4,530.8%
-2,686.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +0.5% | +7.5% | -7.1% | -2.0% |
| 30D | +12.4% | +11.1% | +1.3% | +8.4% |
| 3M | +1.0% | -1.9% | +2.9% | +1.6% |
| 6M | +12.1% | -3.0% | +15.1% | +13.0% |
| YTD | +11.6% | 0.0% | +11.6% | +10.8% |
| 1Y | +13.1% | +9.4% | +3.7% | +8.8% |
| 3Y | +1.6% | +3.8% | -2.2% | -2.2% |
| 5Y | -0.3% | +15.2% | -15.5% | -7.8% |
| 10Y | +37.9% | +126.9% | -88.9% | +1.3% |
| All | +1,844.7% | +4,530.8% | -2,686.1% | +456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling