+457.4%
MDLZ vs KNX
+1,774.2%
-1,316.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.8% |
| 7D | 0.0% | +6.4% | -6.4% | -0.8% |
| 30D | -1.6% | +1.4% | -3.0% | -1.8% |
| 3M | +0.9% | -12.0% | +12.9% | +2.4% |
| 6M | +7.3% | +25.2% | -17.8% | +3.6% |
| YTD | +16.4% | +36.6% | -20.1% | +10.7% |
| 1Y | +3.0% | +67.6% | -64.6% | -5.2% |
| 3Y | -3.7% | +40.8% | -44.5% | -10.5% |
| 5Y | +15.6% | +43.3% | -27.7% | +6.1% |
| 10Y | +79.0% | +170.1% | -91.1% | +46.1% |
| All | +457.4% | +1,774.2% | -1,316.8% | +290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling