+177.9%
KO vs HSY
+130.0%
+47.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | +1.6% | -3.4% | +5.0% | +3.0% |
| 3M | +5.8% | -0.5% | +6.3% | +5.7% |
| 6M | +14.3% | -19.1% | +33.4% | +24.4% |
| YTD | +27.3% | -2.1% | +29.4% | +27.3% |
| 1Y | +33.2% | -3.2% | +36.4% | +33.2% |
| 3Y | +64.5% | -8.8% | +73.3% | +65.4% |
| 5Y | +83.1% | +13.0% | +70.2% | +64.0% |
| All | +177.9% | +130.0% | +47.9% | +91.1% |
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