+90.0%
MDLZ vs KIM
+64.5%
+25.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +1.7% | +4.1% | -2.4% | +0.9% |
| 30D | +11.2% | +16.8% | -5.6% | +7.8% |
| 3M | +6.1% | +5.7% | +0.4% | +5.0% |
| 6M | +8.6% | +9.7% | -1.1% | +6.6% |
| YTD | +25.8% | +30.2% | -4.4% | +19.4% |
| 1Y | +21.7% | +32.1% | -10.4% | +15.1% |
| 3Y | +5.8% | +58.6% | -52.8% | -4.1% |
| 5Y | +21.4% | +31.2% | -9.7% | +13.0% |
| All | +90.0% | +64.5% | +25.5% | +62.5% |
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