+133.4%
KR vs HSY
+128.6%
+4.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +5.1% | -5.2% | +10.2% | +6.6% |
| 3M | -8.2% | -3.4% | -4.7% | -7.3% |
| 6M | -18.0% | -19.2% | +1.2% | -13.5% |
| YTD | -4.8% | -2.6% | -2.1% | -4.6% |
| 1Y | -11.0% | -3.8% | -7.3% | -10.8% |
| 3Y | +37.7% | -10.6% | +48.3% | +39.2% |
| 5Y | +52.8% | +12.3% | +40.5% | +45.9% |
| All | +133.4% | +128.6% | +4.8% | +82.4% |
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