+508.6%
MDLZ vs KGC
+742.8%
-234.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +7.9% | -8.8% | +16.8% | +8.2% |
| 3M | +8.9% | -21.1% | +30.0% | +9.7% |
| 6M | +10.5% | -32.3% | +42.8% | +11.7% |
| YTD | +27.1% | -23.5% | +50.6% | +27.7% |
| 1Y | +20.9% | -15.0% | +35.9% | +21.0% |
| 3Y | +5.5% | +327.5% | -322.0% | -1.0% |
| 5Y | +22.2% | +244.3% | -222.0% | +14.7% |
| 10Y | +106.1% | +634.8% | -528.6% | +87.3% |
| All | +508.6% | +742.8% | -234.2% | +467.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling