+17.3%
MDLZ vs KEYS
+87.1%
-69.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.2% |
| 7D | +1.9% | +3.5% | -1.6% | +1.7% |
| 30D | +0.4% | -4.5% | +4.9% | +0.6% |
| 3M | -0.6% | -0.4% | -0.2% | -0.8% |
| 6M | +14.7% | +19.1% | -4.4% | +12.5% |
| YTD | +18.0% | +66.7% | -48.7% | +12.0% |
| 1Y | +4.1% | +96.5% | -92.3% | -3.0% |
| 3Y | -4.6% | +155.2% | -159.7% | -15.8% |
| All | +17.3% | +87.1% | -69.8% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling