+454.2%
MDLZ vs KIM
+447.2%
+7.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.7% | +0.4% | -2.2% | -1.8% |
| 30D | -2.1% | -4.0% | +1.9% | -1.4% |
| 3M | +1.3% | +0.5% | +0.8% | +1.2% |
| 6M | +6.2% | +3.6% | +2.6% | +5.5% |
| YTD | +15.8% | +20.4% | -4.6% | +12.0% |
| 1Y | +4.1% | +9.7% | -5.6% | +2.3% |
| 3Y | -4.1% | +46.0% | -50.1% | -11.1% |
| 5Y | +13.4% | +34.4% | -21.1% | +5.8% |
| 10Y | +75.7% | +29.3% | +46.4% | +55.9% |
| All | +454.2% | +447.2% | +7.1% | +274.6% |
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