+106.1%
MDLZ vs KIM
+63.9%
+42.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -1.0% | -1.0% | 0.0% | -0.8% |
| 30D | +7.9% | +14.8% | -6.8% | +5.0% |
| 3M | +8.9% | +8.1% | +0.8% | +7.2% |
| 6M | +10.5% | +11.7% | -1.2% | +8.1% |
| YTD | +27.1% | +30.7% | -3.6% | +20.6% |
| 1Y | +20.9% | +29.7% | -8.8% | +14.8% |
| 3Y | +5.5% | +65.1% | -59.5% | -5.0% |
| 5Y | +22.2% | +34.7% | -12.4% | +13.3% |
| 10Y | +106.1% | +64.1% | +42.0% | +74.1% |
| All | +106.1% | +63.9% | +42.3% | +74.1% |
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