+22.2%
MDLZ vs KEY
+14.6%
+7.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +7.9% | +6.7% | +1.2% | +7.4% |
| 3M | +8.9% | -4.6% | +13.5% | +9.2% |
| 6M | +10.5% | +2.6% | +7.9% | +10.2% |
| YTD | +27.1% | +7.0% | +20.2% | +26.2% |
| 1Y | +20.9% | +23.5% | -2.5% | +18.7% |
| 3Y | +5.5% | +126.4% | -120.9% | -3.8% |
| 5Y | +22.2% | +13.0% | +9.2% | +25.9% |
| All | +22.2% | +14.6% | +7.6% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling