+22.2%
MDLZ vs KEY
+11.7%
+10.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +1.7% | -1.3% | +2.9% | +1.8% |
| 30D | +11.2% | +5.1% | +6.0% | +10.8% |
| 3M | +6.1% | -7.1% | +13.2% | +6.7% |
| 6M | +8.6% | -4.4% | +12.9% | +8.8% |
| YTD | +25.8% | +4.0% | +21.8% | +25.2% |
| 1Y | +21.7% | +23.4% | -1.7% | +19.4% |
| 3Y | +5.8% | +113.9% | -108.1% | -3.0% |
| All | +22.2% | +11.7% | +10.5% | +24.7% |
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