+464.6%
MDLZ vs KR
+540.6%
-76.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | 0.0% | -3.1% | +3.0% | +0.7% |
| 30D | +1.4% | +0.6% | +0.8% | +1.3% |
| 3M | 0.0% | -9.8% | +9.8% | +2.3% |
| 6M | +9.1% | -22.1% | +31.3% | +15.2% |
| YTD | +17.9% | -8.1% | +26.1% | +19.7% |
| 1Y | +3.2% | -14.7% | +17.9% | +6.4% |
| 3Y | -2.5% | +28.6% | -31.1% | -9.4% |
| 5Y | +17.6% | +36.4% | -18.8% | +6.2% |
| 10Y | +87.9% | +120.8% | -32.8% | +44.2% |
| All | +464.6% | +540.6% | -76.0% | +202.5% |
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