-4.5%
MDLZ vs KR
+30.0%
-34.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +1.7% | -2.7% | +4.3% | +2.3% |
| 30D | +1.1% | +1.9% | -0.8% | +0.6% |
| 3M | -1.8% | -11.0% | +9.2% | +0.7% |
| 6M | +12.3% | -20.2% | +32.5% | +17.7% |
| YTD | +18.0% | -7.3% | +25.3% | +19.3% |
| 1Y | +3.8% | -13.1% | +16.9% | +6.4% |
| All | -4.5% | +30.0% | -34.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 3y: compounded portfolio wealth divided by compounded KR 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…
3y analysis · Full analysis span regression · 6 months rolling