+21.4%
MDLZ vs KDP
+13.5%
+7.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +3.1% |
| 7D | -0.4% | -4.0% | +3.6% | +1.2% |
| 30D | +8.2% | +8.5% | -0.2% | +3.9% |
| 3M | +8.0% | +20.7% | -12.7% | -1.4% |
| 6M | +9.7% | +23.2% | -13.4% | -0.9% |
| YTD | +26.9% | +30.5% | -3.6% | +11.3% |
| 1Y | +20.9% | +35.9% | -15.0% | +4.1% |
| 3Y | +5.3% | +24.8% | -19.5% | -7.8% |
| 5Y | +21.4% | +13.4% | +8.0% | +8.8% |
| All | +21.4% | +13.5% | +7.9% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling