+15.6%
MDLZ vs KMX
-52.4%
+68.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -1.6% | +4.1% | -5.7% | -2.0% |
| 3M | +0.9% | +27.5% | -26.6% | -1.6% |
| 6M | +7.3% | +43.6% | -36.2% | +3.2% |
| YTD | +16.4% | +56.8% | -40.3% | +10.6% |
| 1Y | +3.0% | -1.3% | +4.3% | +2.0% |
| 3Y | -3.7% | -25.4% | +21.7% | -3.2% |
| 5Y | +15.6% | -53.9% | +69.5% | +19.0% |
| All | +15.6% | -52.4% | +68.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 5y: compounded portfolio wealth divided by compounded KMX 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…
5y analysis · Full analysis span regression · 6 months rolling