+21.4%
MDLZ vs KR
+83.9%
-62.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +8.2% | +14.9% | -6.7% | +4.6% |
| 3M | +8.0% | +25.4% | -17.4% | +2.1% |
| 6M | +9.7% | +9.3% | +0.4% | +6.9% |
| YTD | +26.9% | +13.7% | +13.2% | +22.1% |
| 1Y | +20.9% | +9.2% | +11.7% | +17.3% |
| 3Y | +5.3% | +70.1% | -64.8% | -8.4% |
| 5Y | +21.4% | +82.5% | -61.1% | +3.1% |
| All | +21.4% | +83.9% | -62.5% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling