+20.9%
MDLZ vs KIM
+31.2%
-10.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.4% |
| 7D | -1.0% | -1.0% | 0.0% | -0.5% |
| 30D | +7.9% | +14.8% | -6.8% | +1.4% |
| 3M | +8.9% | +8.1% | +0.8% | +4.9% |
| 6M | +10.5% | +11.7% | -1.2% | +5.8% |
| YTD | +27.1% | +30.7% | -3.6% | +15.2% |
| 1Y | +20.9% | +29.7% | -8.8% | +9.9% |
| All | +20.9% | +31.2% | -10.3% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling