+31.7%
KRE vs MDLZ
+17.7%
+14.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -1.8% | +1.9% | -3.7% | -2.3% |
| 30D | -4.5% | +0.4% | -4.9% | -4.7% |
| 3M | +2.7% | -0.6% | +3.4% | +2.7% |
| 6M | +16.9% | +14.7% | +2.1% | +11.9% |
| YTD | +15.4% | +18.0% | -2.6% | +8.7% |
| 1Y | +16.1% | +4.1% | +12.0% | +13.9% |
| 3Y | +85.7% | -4.6% | +90.3% | +84.8% |
| All | +31.7% | +17.7% | +14.0% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling