+18.4%
MDLZ vs KEEL
-41.3%
+59.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +0.1% |
| 7D | +1.7% | +2.7% | -1.0% | +1.7% |
| 30D | +1.1% | +4.6% | -3.4% | +1.1% |
| 3M | -1.8% | -34.5% | +32.6% | -1.7% |
| 6M | +12.3% | +59.3% | -47.0% | +11.5% |
| YTD | +18.0% | +46.4% | -28.3% | +17.2% |
| 1Y | +3.8% | +96.6% | -92.8% | +2.4% |
| 3Y | -2.4% | +182.0% | -184.4% | -5.7% |
| 5Y | +18.4% | -38.2% | +56.7% | +13.3% |
| All | +18.4% | -41.3% | +59.7% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling