+502.4%
MDLZ vs KGC
+773.0%
-270.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.3% |
| 7D | +1.7% | +10.5% | -8.8% | +1.3% |
| 30D | +11.2% | -4.1% | +15.2% | +11.3% |
| 3M | +6.1% | -13.1% | +19.2% | +6.5% |
| 6M | +8.6% | -27.5% | +36.1% | +9.5% |
| YTD | +25.8% | -20.7% | +46.6% | +26.3% |
| 1Y | +21.7% | -6.1% | +27.7% | +21.3% |
| 3Y | +5.8% | +318.6% | -312.8% | -0.7% |
| 5Y | +21.4% | +289.9% | -268.5% | +13.4% |
| 10Y | +97.2% | +501.8% | -404.6% | +79.9% |
| All | +502.4% | +773.0% | -270.6% | +460.6% |
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