+34.7%
MDLZ vs KEEL
+312.2%
-277.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | +0.5% |
| 7D | 0.0% | +21.5% | -21.5% | 0.0% |
| 30D | -1.6% | -3.9% | +2.3% | -1.6% |
| 3M | +0.9% | -34.1% | +35.0% | +1.1% |
| 6M | +7.3% | +82.8% | -75.5% | +6.5% |
| YTD | +16.4% | +58.7% | -42.3% | +15.6% |
| 1Y | +3.0% | +191.4% | -188.5% | +1.3% |
| 3Y | -3.7% | +205.7% | -209.5% | -6.4% |
| 5Y | +15.6% | -37.0% | +52.6% | +12.8% |
| All | +34.7% | +312.2% | -277.5% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling