-4.5%
MDLZ vs KGC
+562.0%
-566.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | -1.7% | -1.3% | -0.5% | -1.7% |
| 30D | -2.1% | +20.3% | -22.4% | -2.4% |
| 3M | +1.3% | +8.1% | -6.8% | +1.3% |
| 6M | +6.2% | -8.8% | +15.0% | +6.6% |
| YTD | +15.8% | +10.1% | +5.7% | +15.8% |
| 1Y | +4.1% | +44.2% | -40.1% | +3.4% |
| All | -4.5% | +562.0% | -566.5% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling