+36.5%
MDLZ vs KEEL
+294.5%
-258.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.1% |
| 7D | +1.9% | +2.9% | -1.0% | +1.9% |
| 30D | +0.4% | +0.8% | -0.4% | +0.4% |
| 3M | -0.6% | -35.3% | +34.7% | -0.4% |
| 6M | +14.7% | +59.4% | -44.7% | +13.9% |
| YTD | +18.0% | +51.9% | -33.9% | +17.1% |
| 1Y | +4.1% | +75.0% | -70.9% | +2.9% |
| 3Y | -4.6% | +224.5% | -229.1% | -7.3% |
| 5Y | +18.4% | -35.9% | +54.3% | +15.4% |
| All | +36.5% | +294.5% | -258.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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