+79.0%
MDLZ vs KHC
-55.7%
+134.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | 0.0% | -2.2% | +2.2% | +1.0% |
| 30D | -1.6% | -0.1% | -1.5% | -1.6% |
| 3M | +0.9% | +8.3% | -7.5% | -2.7% |
| 6M | +7.3% | +5.0% | +2.4% | +4.7% |
| YTD | +16.4% | +8.0% | +8.5% | +12.0% |
| 1Y | +3.0% | -1.1% | +4.1% | +2.8% |
| 3Y | -3.7% | -10.7% | +7.0% | -0.4% |
| 5Y | +15.6% | -13.5% | +29.1% | +20.5% |
| 10Y | +79.0% | -55.4% | +134.4% | +138.7% |
| All | +79.0% | -55.7% | +134.6% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded KHC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling