+2,896.3%
KLAC vs MDLZ
+86.5%
+2,809.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.7% | +1.9% | -4.6% | -3.5% |
| 30D | -13.2% | +0.4% | -13.6% | -13.5% |
| 3M | -25.0% | -0.6% | -24.4% | -26.2% |
| 6M | +23.6% | +14.7% | +8.9% | +11.7% |
| YTD | +49.2% | +18.0% | +31.2% | +31.4% |
| 1Y | +89.3% | +4.1% | +85.2% | +78.4% |
| 3Y | +274.4% | -4.6% | +278.9% | +253.7% |
| 5Y | +440.9% | +18.4% | +422.6% | +321.7% |
| All | +2,896.3% | +86.5% | +2,809.8% | +1,627.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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