+5.7%
MDLZ vs KRMN
+32.3%
-26.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | 0.0% | -3.4% | +3.4% | 0.0% |
| 30D | -1.6% | -31.8% | +30.3% | -1.8% |
| 3M | +0.9% | -20.0% | +20.9% | +0.8% |
| 6M | +7.3% | -60.5% | +67.9% | +8.0% |
| YTD | +16.4% | -45.8% | +62.2% | +16.6% |
| 1Y | +3.0% | -36.4% | +39.3% | +2.4% |
| All | +5.7% | +32.3% | -26.6% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling