+502.4%
MDLZ vs KMB
+351.0%
+151.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.3% |
| 7D | +1.7% | +0.5% | +1.2% | +1.4% |
| 30D | +11.2% | +12.4% | -1.2% | +4.7% |
| 3M | +6.1% | +1.0% | +5.2% | +5.3% |
| 6M | +8.6% | +12.1% | -3.6% | +1.9% |
| YTD | +25.8% | +11.6% | +14.2% | +18.3% |
| 1Y | +21.7% | +13.1% | +8.6% | +13.5% |
| 3Y | +5.8% | +1.6% | +4.2% | +2.4% |
| 5Y | +21.4% | -0.3% | +21.7% | +18.0% |
| 10Y | +97.2% | +37.9% | +59.3% | +60.6% |
| All | +502.4% | +351.0% | +151.3% | +199.8% |
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