+329.8%
MDLZ vs KMI
+107.5%
+222.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -2.1% | +0.9% | -3.0% | -2.4% |
| 3M | +1.3% | 0.0% | +1.3% | +1.2% |
| 6M | +6.2% | -5.7% | +11.9% | +7.4% |
| YTD | +15.8% | +17.5% | -1.7% | +11.5% |
| 1Y | +4.1% | +22.3% | -18.2% | -0.7% |
| 3Y | -4.1% | +111.9% | -116.0% | -20.5% |
| 5Y | +13.4% | +151.8% | -138.5% | -10.5% |
| 10Y | +75.7% | +138.7% | -62.9% | +34.6% |
| All | +329.8% | +107.5% | +222.3% | +223.0% |
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