+23.0%
MDLZ vs KIM
+34.6%
-11.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +7.9% | +14.1% | -6.2% | +4.0% |
| 3M | +7.3% | +6.0% | +1.3% | +5.4% |
| 6M | +11.7% | +13.2% | -1.6% | +7.9% |
| YTD | +28.7% | +30.4% | -1.6% | +19.6% |
| 1Y | +22.8% | +31.0% | -8.3% | +13.8% |
| 3Y | +6.6% | +67.6% | -61.0% | -8.9% |
| All | +23.0% | +34.6% | -11.5% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling