+507.3%
MDLZ vs KMB
+345.9%
+161.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.6% |
| 7D | -0.4% | -3.0% | +2.6% | +1.1% |
| 30D | +8.2% | +9.1% | -0.8% | +3.4% |
| 3M | +8.0% | -0.4% | +8.4% | +7.9% |
| 6M | +9.7% | +13.0% | -3.2% | +2.7% |
| YTD | +26.9% | +10.3% | +16.5% | +19.9% |
| 1Y | +20.9% | +8.2% | +12.7% | +15.3% |
| 3Y | +5.3% | +0.4% | +4.9% | +2.5% |
| 5Y | +21.4% | -2.7% | +24.1% | +19.4% |
| 10Y | +105.7% | +35.7% | +70.0% | +68.7% |
| All | +507.3% | +345.9% | +161.4% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling