+24.4%
MDLZ vs KGC
-5.3%
+29.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +3.4% |
| 7D | +8.9% | -6.8% | +15.7% | +8.9% |
| 30D | +15.2% | -9.2% | +24.4% | +15.2% |
| 3M | +9.5% | -9.1% | +18.6% | +9.6% |
| 6M | +11.7% | -25.7% | +37.3% | +12.5% |
| YTD | +28.4% | -23.6% | +52.1% | +30.9% |
| 1Y | +24.4% | -4.3% | +28.7% | +26.0% |
| All | +24.4% | -5.3% | +29.7% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling