+106.1%
MDLZ vs KDP
+264.7%
-158.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.4% |
| 7D | -1.0% | +4.0% | -5.0% | -2.4% |
| 30D | +7.9% | +16.8% | -8.8% | +2.2% |
| 3M | +8.9% | +32.0% | -23.1% | -1.4% |
| 6M | +10.5% | +35.2% | -24.7% | -0.8% |
| YTD | +27.1% | +40.9% | -13.8% | +12.4% |
| 1Y | +20.9% | +47.7% | -26.7% | +5.1% |
| 3Y | +5.5% | +34.8% | -29.3% | -6.1% |
| 5Y | +22.2% | +22.6% | -0.4% | +12.0% |
| 10Y | +106.1% | +266.4% | -160.3% | +37.1% |
| All | +106.1% | +264.7% | -158.6% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling