+6,012.6%
KLAC vs MDLZ
+460.1%
+5,552.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.8% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -5.0% | +1.4% | -6.4% | -5.8% |
| 3M | -14.4% | 0.0% | -14.4% | -16.1% |
| 6M | +28.3% | +9.1% | +19.2% | +19.9% |
| YTD | +51.1% | +17.9% | +33.1% | +34.9% |
| 1Y | +100.4% | +3.2% | +97.2% | +90.3% |
| 3Y | +276.3% | -2.5% | +278.8% | +253.9% |
| 5Y | +452.1% | +17.6% | +434.5% | +365.9% |
| 10Y | +2,986.0% | +87.9% | +2,898.0% | +1,977.2% |
| All | +6,012.6% | +460.1% | +5,552.5% | +2,041.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling