+62.9%
KO vs MDLZ
-2.8%
+65.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.1% | +1.7% | -2.8% | -1.9% |
| 30D | +1.6% | +1.1% | +0.4% | +1.0% |
| 3M | +5.8% | -1.8% | +7.6% | +6.4% |
| 6M | +14.3% | +12.3% | +2.0% | +8.2% |
| YTD | +27.3% | +18.0% | +9.3% | +17.4% |
| 1Y | +33.2% | +3.8% | +29.4% | +29.9% |
| All | +62.9% | -2.8% | +65.8% | +61.1% |
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