+143.9%
MDLZ vs KEYS
+1,095.1%
-951.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | 0.0% | +4.4% | -4.4% | -0.7% |
| 30D | -1.6% | -2.2% | +0.6% | -1.4% |
| 3M | +0.9% | +0.5% | +0.3% | -0.1% |
| 6M | +7.3% | +22.4% | -15.1% | +2.1% |
| YTD | +16.4% | +64.1% | -47.6% | +3.9% |
| 1Y | +3.0% | +97.0% | -94.0% | -11.8% |
| 3Y | -3.7% | +152.0% | -155.7% | -24.0% |
| 5Y | +15.6% | +83.7% | -68.1% | -3.5% |
| 10Y | +79.0% | +997.9% | -918.9% | -7.6% |
| All | +143.9% | +1,095.1% | -951.2% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling