+87.9%
MDLZ vs KMI
+132.8%
-44.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.7% |
| 7D | 0.0% | -1.8% | +1.7% | +0.4% |
| 30D | +1.4% | +0.1% | +1.4% | +1.4% |
| 3M | 0.0% | +1.2% | -1.1% | -0.4% |
| 6M | +9.1% | -3.9% | +13.1% | +9.9% |
| YTD | +17.9% | +17.5% | +0.4% | +13.1% |
| 1Y | +3.2% | +22.6% | -19.4% | -2.1% |
| 3Y | -2.5% | +116.3% | -118.8% | -21.5% |
| 5Y | +17.6% | +157.6% | -140.0% | -10.7% |
| 10Y | +87.9% | +136.6% | -48.6% | +42.4% |
| All | +87.9% | +132.8% | -44.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 10y: compounded portfolio wealth divided by compounded KMI 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…
10y analysis · Full analysis span regression · 6 months rolling