+129.5%
KMI vs HSY
+128.6%
+0.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -2.7% | -5.2% | +2.4% | -1.1% |
| 3M | -0.7% | -3.4% | +2.7% | 0.0% |
| 6M | -5.0% | -19.2% | +14.2% | +1.3% |
| YTD | +15.5% | -2.6% | +18.1% | +14.9% |
| 1Y | +16.4% | -3.8% | +20.2% | +15.9% |
| 3Y | +114.2% | -10.6% | +124.8% | +115.2% |
| 5Y | +153.3% | +12.3% | +141.0% | +119.3% |
| All | +129.5% | +128.6% | +0.9% | +71.5% |
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