+377.9%
MDLZ vs KMI
+112.8%
+265.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.3% | +6.5% | -4.2% | +0.9% |
| 30D | +7.9% | -3.4% | +11.4% | +8.6% |
| 3M | +7.3% | +0.4% | +6.9% | +6.9% |
| 6M | +11.7% | -0.9% | +12.6% | +11.5% |
| YTD | +28.7% | +20.5% | +8.3% | +23.0% |
| 1Y | +22.8% | +23.2% | -0.4% | +16.7% |
| 3Y | +6.6% | +121.6% | -115.0% | -12.6% |
| 5Y | +23.2% | +149.1% | -125.9% | -2.5% |
| 10Y | +108.7% | +158.3% | -49.5% | +57.1% |
| All | +377.9% | +112.8% | +265.1% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling