+21.3%
KWEB vs HSY
+147.3%
-126.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -3.6% | -3.0% | -0.6% | -3.2% |
| 30D | -14.9% | -5.0% | -9.9% | -14.4% |
| 3M | -5.4% | -1.3% | -4.1% | -5.4% |
| 6M | -18.9% | -21.5% | +2.6% | -16.4% |
| YTD | -27.2% | -3.3% | -24.0% | -27.2% |
| 1Y | -34.2% | -5.5% | -28.7% | -34.1% |
| 3Y | +0.6% | -9.9% | +10.6% | +0.6% |
| 5Y | -43.5% | +11.3% | -54.8% | -46.4% |
| 10Y | -20.6% | +128.1% | -148.6% | -37.6% |
| All | +21.3% | +147.3% | -126.0% | -9.8% |
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