+79.0%
MDLZ vs KIM
+29.1%
+49.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | 0.0% | -0.3% | +0.4% | +0.1% |
| 30D | -1.6% | -1.7% | +0.1% | -1.2% |
| 3M | +0.9% | -0.8% | +1.7% | +1.1% |
| 6M | +7.3% | +4.4% | +2.9% | +6.4% |
| YTD | +16.4% | +21.2% | -4.8% | +12.1% |
| 1Y | +3.0% | +10.5% | -7.6% | +0.8% |
| 3Y | -3.7% | +47.5% | -51.2% | -11.6% |
| 5Y | +15.6% | +37.1% | -21.5% | +6.9% |
| 10Y | +79.0% | +29.5% | +49.5% | +70.8% |
| All | +79.0% | +29.1% | +49.9% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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