-22.5%
KWEB vs HSY
+128.6%
-151.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -10.7% | -5.2% | -5.5% | -10.3% |
| 3M | -7.4% | -3.4% | -4.0% | -7.2% |
| 6M | -19.3% | -19.2% | -0.1% | -17.9% |
| YTD | -27.8% | -2.6% | -25.1% | -27.7% |
| 1Y | -35.9% | -3.8% | -32.2% | -35.9% |
| 3Y | -1.9% | -10.6% | +8.7% | -2.1% |
| 5Y | -43.2% | +12.3% | -55.5% | -45.6% |
| All | -22.5% | +128.6% | -151.1% | -31.3% |
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