+516.3%
MDLZ vs KR
+703.6%
-187.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +2.3% | +4.6% | -2.3% | +1.2% |
| 30D | +7.9% | +12.2% | -4.3% | +5.1% |
| 3M | +7.3% | +24.6% | -17.3% | +1.8% |
| 6M | +11.7% | +8.2% | +3.5% | +9.3% |
| YTD | +28.7% | +15.3% | +13.5% | +23.8% |
| 1Y | +22.8% | +9.8% | +13.0% | +19.3% |
| 3Y | +6.6% | +71.4% | -64.8% | -7.3% |
| 5Y | +23.2% | +85.1% | -61.9% | +3.7% |
| 10Y | +108.7% | +159.4% | -50.7% | +54.8% |
| All | +516.3% | +703.6% | -187.3% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling