+26.9%
KRE vs MDLZ
+22.7%
+4.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.4% |
| 7D | +2.8% | +8.9% | -6.1% | +2.0% |
| 30D | +5.3% | +15.2% | -9.9% | +4.2% |
| 3M | -4.2% | +9.5% | -13.7% | -5.0% |
| 6M | +8.7% | +11.7% | -3.0% | +7.5% |
| YTD | +16.4% | +28.4% | -12.1% | +11.3% |
| 1Y | +26.9% | +24.4% | +2.5% | +23.8% |
| All | +26.9% | +22.7% | +4.2% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling