+7.1%
MDLZ vs KRMN
+17.4%
-10.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.3% | +12.5% | +1.2% |
| 7D | 0.0% | -12.9% | +12.8% | -0.1% |
| 30D | +1.4% | -43.3% | +44.8% | +1.1% |
| 3M | 0.0% | -27.2% | +27.2% | -0.1% |
| 6M | +9.1% | -66.8% | +75.9% | +9.7% |
| YTD | +17.9% | -51.9% | +69.8% | +18.0% |
| 1Y | +3.2% | -43.7% | +46.9% | +2.6% |
| All | +7.1% | +17.4% | -10.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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