+92.2%
MDLZ vs KEY
+121.9%
-29.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | +0.3% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +10.0% | +7.2% | +2.8% | +8.9% |
| 3M | +7.1% | -4.9% | +12.0% | +7.7% |
| 6M | +9.8% | +1.1% | +8.8% | +9.5% |
| YTD | +26.6% | +6.8% | +19.8% | +25.0% |
| 1Y | +20.3% | +23.3% | -3.0% | +16.3% |
| 3Y | +5.4% | +126.1% | -120.7% | -9.2% |
| 5Y | +22.2% | +15.2% | +7.0% | +15.5% |
| 10Y | +92.2% | +113.6% | -21.4% | +68.6% |
| All | +92.2% | +121.9% | -29.7% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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