+102.0%
MDLZ vs KEY
+109.2%
-7.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +10.1% | +6.9% | +3.3% | +9.1% |
| 3M | +9.1% | -5.0% | +14.1% | +9.8% |
| 6M | +10.0% | +0.7% | +9.2% | +9.7% |
| YTD | +26.8% | +6.5% | +20.4% | +25.2% |
| 1Y | +22.5% | +22.6% | -0.1% | +18.5% |
| 3Y | +5.3% | +125.3% | -120.0% | -9.4% |
| 5Y | +21.4% | +13.9% | +7.5% | +14.9% |
| 10Y | +102.0% | +105.3% | -3.3% | +68.5% |
| All | +102.0% | +109.2% | -7.1% | +68.5% |
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