+78.0%
MDLZ vs KHC
-55.7%
+133.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.7% | -1.8% | 0.0% | -1.0% |
| 30D | -2.1% | -1.9% | -0.2% | -1.4% |
| 3M | +1.3% | +14.4% | -13.1% | -4.6% |
| 6M | +6.2% | +8.7% | -2.5% | +2.0% |
| YTD | +15.8% | +7.8% | +8.0% | +11.5% |
| 1Y | +4.1% | -1.5% | +5.6% | +4.2% |
| 3Y | -4.1% | -9.9% | +5.8% | -1.2% |
| 5Y | +13.4% | -10.7% | +24.1% | +16.6% |
| All | +78.0% | -55.7% | +133.7% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling