+79.0%
MDLZ vs KEY
+167.0%
-88.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.8% |
| 7D | 0.0% | +2.7% | -2.7% | -0.3% |
| 30D | -1.6% | -3.2% | +1.7% | -1.2% |
| 3M | +0.9% | +1.0% | -0.1% | +0.7% |
| 6M | +7.3% | +11.9% | -4.5% | +5.5% |
| YTD | +16.4% | +8.7% | +7.7% | +14.7% |
| 1Y | +3.0% | +18.5% | -15.5% | +0.1% |
| 3Y | -3.7% | +124.0% | -127.7% | -17.0% |
| 5Y | +15.6% | +40.8% | -25.2% | +5.2% |
| 10Y | +79.0% | +167.0% | -88.0% | +33.4% |
| All | +79.0% | +167.0% | -88.0% | +33.4% |
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