+22.2%
MDLZ vs KMX
-64.5%
+86.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.0% | -2.3% | +1.3% | -0.8% |
| 30D | +7.9% | +6.3% | +1.6% | +7.3% |
| 3M | +8.9% | -7.4% | +16.3% | +9.5% |
| 6M | +10.5% | +37.9% | -27.4% | +6.8% |
| YTD | +27.1% | +39.5% | -12.3% | +21.9% |
| 1Y | +20.9% | +57.9% | -36.9% | +14.4% |
| 3Y | +5.5% | -15.0% | +20.5% | +4.2% |
| 5Y | +22.2% | -64.1% | +86.4% | +28.6% |
| All | +22.2% | -64.5% | +86.7% | +28.6% |
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