+81.7%
MDLZ vs KNX
+166.7%
-85.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.9% | -5.6% | +7.5% | +2.7% |
| 30D | +0.4% | -4.4% | +4.8% | +1.0% |
| 3M | -0.6% | -17.3% | +16.7% | +1.9% |
| 6M | +14.7% | +22.6% | -7.9% | +10.6% |
| YTD | +18.0% | +31.1% | -13.2% | +12.3% |
| 1Y | +4.1% | +60.2% | -56.1% | -4.3% |
| 3Y | -4.6% | +35.8% | -40.3% | -11.6% |
| 5Y | +18.4% | +38.9% | -20.5% | +7.6% |
| All | +81.7% | +166.7% | -85.0% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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