+18.4%
MDLZ vs KNX
+41.5%
-23.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | +1.1% | +1.0% | +0.1% | +0.9% |
| 3M | -1.8% | -12.6% | +10.8% | -0.5% |
| 6M | +12.3% | +21.1% | -8.8% | +9.2% |
| YTD | +18.0% | +33.2% | -15.2% | +13.2% |
| 1Y | +3.8% | +67.8% | -64.0% | -3.7% |
| 3Y | -2.4% | +37.3% | -39.7% | -8.4% |
| 5Y | +18.4% | +41.1% | -22.7% | +7.9% |
| All | +18.4% | +41.5% | -23.0% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling