+5.3%
MDLZ vs KDP
+34.8%
-29.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.5% |
| 7D | -1.0% | +4.0% | -5.0% | -2.6% |
| 30D | +7.9% | +16.8% | -8.8% | +1.2% |
| 3M | +8.9% | +32.0% | -23.1% | -3.0% |
| 6M | +10.5% | +35.2% | -24.7% | -2.5% |
| YTD | +27.1% | +40.9% | -13.8% | +10.2% |
| 1Y | +20.9% | +47.7% | -26.7% | +2.9% |
| All | +5.3% | +34.8% | -29.6% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling