+104.5%
MDLZ vs KGC
+635.9%
-531.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | 0.0% |
| 7D | -0.4% | -4.1% | +3.7% | -0.2% |
| 30D | +8.2% | -11.6% | +19.9% | +8.9% |
| 3M | +8.0% | -24.5% | +32.5% | +9.6% |
| 6M | +9.7% | -34.6% | +44.3% | +12.1% |
| YTD | +26.9% | -26.2% | +53.0% | +28.1% |
| 1Y | +20.9% | -20.1% | +41.0% | +21.4% |
| 3Y | +5.3% | +312.4% | -307.1% | -7.7% |
| 5Y | +21.4% | +224.9% | -203.5% | +6.6% |
| All | +104.5% | +635.9% | -531.4% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling