+502.4%
MDLZ vs KIM
+491.7%
+10.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +6.1% | +5.7% | +0.4% | +5.1% |
| 6M | +8.6% | +9.7% | -1.1% | +6.8% |
| YTD | +25.8% | +30.2% | -4.4% | +20.0% |
| 1Y | +21.7% | +32.1% | -10.4% | +15.7% |
| 3Y | +5.8% | +58.6% | -52.8% | -3.3% |
| 5Y | +21.4% | +31.2% | -9.7% | +13.8% |
| 10Y | +97.2% | +66.7% | +30.6% | +67.5% |
| All | +502.4% | +491.7% | +10.7% | +301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling