+149.6%
KRE vs MDLZ
+417.1%
-267.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.9% |
| 7D | -1.1% | 0.0% | -1.0% | -1.1% |
| 30D | -3.4% | +1.4% | -4.8% | -4.3% |
| 3M | +3.7% | 0.0% | +3.7% | +3.0% |
| 6M | +14.8% | +9.1% | +5.6% | +7.8% |
| YTD | +14.7% | +17.9% | -3.3% | +1.9% |
| 1Y | +16.0% | +3.2% | +12.8% | +11.4% |
| 3Y | +84.3% | -2.5% | +86.7% | +77.1% |
| 5Y | +30.9% | +17.6% | +13.3% | +9.5% |
| 10Y | +122.0% | +87.9% | +34.0% | +30.4% |
| All | +149.6% | +417.1% | -267.5% | -39.8% |
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 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