+5.8%
MDLZ vs KIM
+57.8%
-52.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +1.7% | +4.1% | -2.4% | +0.5% |
| 30D | +11.2% | +16.8% | -5.6% | +6.6% |
| 3M | +6.1% | +5.7% | +0.4% | +4.4% |
| 6M | +8.6% | +9.7% | -1.1% | +5.9% |
| YTD | +25.8% | +30.2% | -4.4% | +18.0% |
| 1Y | +21.7% | +32.1% | -10.4% | +13.7% |
| 3Y | +5.8% | +58.6% | -52.8% | -3.9% |
| All | +5.8% | +57.8% | -52.0% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling