+81.7%
MDLZ vs KEYS
+1,049.9%
-968.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.6% |
| 7D | +1.9% | +3.5% | -1.6% | +1.3% |
| 30D | +0.4% | -4.5% | +4.9% | +1.0% |
| 3M | -0.6% | -0.4% | -0.2% | -1.3% |
| 6M | +14.7% | +19.1% | -4.4% | +10.0% |
| YTD | +18.0% | +66.7% | -48.7% | +5.6% |
| 1Y | +4.1% | +96.5% | -92.3% | -10.1% |
| 3Y | -4.6% | +155.2% | -159.7% | -24.3% |
| 5Y | +18.4% | +88.0% | -69.6% | -0.9% |
| All | +81.7% | +1,049.9% | -968.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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