+367.6%
MDLZ vs KDP
+1,132.0%
-764.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.7% | +1.3% | -3.0% | -2.2% |
| 30D | -2.1% | +6.0% | -8.1% | -4.2% |
| 3M | +1.3% | +9.2% | -7.9% | -1.9% |
| 6M | +6.2% | +14.7% | -8.5% | +0.9% |
| YTD | +15.8% | +19.2% | -3.4% | +8.5% |
| 1Y | +4.1% | +15.2% | -11.1% | -1.6% |
| 3Y | -4.1% | +6.0% | -10.1% | -7.4% |
| 5Y | +13.4% | +5.4% | +7.9% | +9.3% |
| 10Y | +75.7% | +171.9% | -96.1% | +19.0% |
| All | +367.6% | +1,132.0% | -764.4% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling