+16.5%
MDLZ vs KMB
-8.4%
+24.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | -1.7% | -3.0% | +1.3% | -0.2% |
| 30D | -2.1% | -5.5% | +3.4% | +0.6% |
| 3M | +1.3% | +14.0% | -12.7% | -5.1% |
| 6M | +6.2% | +4.1% | +2.1% | +3.8% |
| YTD | +15.8% | +8.0% | +7.7% | +11.1% |
| 1Y | +4.1% | -13.7% | +17.9% | +11.1% |
| 3Y | -4.1% | -5.9% | +1.9% | -3.8% |
| All | +16.5% | -8.4% | +24.9% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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