+107.9%
MDLZ vs KHC
-42.1%
+150.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.1% |
| 7D | +1.7% | +1.1% | +0.6% | +1.2% |
| 30D | +11.2% | +12.0% | -0.8% | +5.6% |
| 3M | +6.1% | +0.2% | +6.0% | +5.9% |
| 6M | +8.6% | +10.3% | -1.8% | +3.4% |
| YTD | +25.8% | +6.7% | +19.1% | +21.3% |
| 1Y | +21.7% | +10.9% | +10.8% | +15.3% |
| 3Y | +5.8% | -12.6% | +18.4% | +10.5% |
| 5Y | +21.4% | -16.3% | +37.7% | +28.3% |
| 10Y | +97.2% | -53.2% | +150.4% | +166.8% |
| All | +107.9% | -42.1% | +150.0% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling