+454.2%
MDLZ vs KMB
+336.6%
+117.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | +1.3% | +14.0% | -12.7% | -5.3% |
| 6M | +6.2% | +4.1% | +2.1% | +3.7% |
| YTD | +15.8% | +8.0% | +7.7% | +10.9% |
| 1Y | +4.1% | -13.7% | +17.9% | +10.8% |
| 3Y | -4.1% | -5.9% | +1.9% | -3.3% |
| 5Y | +13.4% | -8.6% | +22.0% | +15.3% |
| 10Y | +75.7% | +17.3% | +58.5% | +55.0% |
| All | +454.2% | +336.6% | +117.6% | +181.1% |
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