+274.4%
KLAC vs MDLZ
-2.9%
+277.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +1.9% |
| 7D | -2.7% | +1.9% | -4.6% | -2.0% |
| 30D | -13.2% | +0.4% | -13.6% | -12.9% |
| 3M | -25.0% | -0.6% | -24.4% | -23.7% |
| 6M | +23.6% | +14.7% | +8.9% | +28.3% |
| YTD | +49.2% | +18.0% | +31.2% | +56.0% |
| 1Y | +89.3% | +4.1% | +85.2% | +94.3% |
| 3Y | +274.4% | -4.6% | +278.9% | +276.7% |
| All | +274.4% | -2.9% | +277.2% | +276.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling