+157.1%
MDLZ vs KWEB
+28.2%
+128.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -1.7% | -1.0% | -0.7% | -1.6% |
| 30D | -2.1% | -8.7% | +6.6% | -1.2% |
| 3M | +1.3% | -4.0% | +5.3% | +1.6% |
| 6M | +6.2% | -13.1% | +19.3% | +7.5% |
| YTD | +15.8% | -23.5% | +39.3% | +18.7% |
| 1Y | +4.1% | -27.2% | +31.3% | +7.1% |
| 3Y | -4.1% | -2.1% | -2.0% | -5.8% |
| 5Y | +13.4% | -40.8% | +54.1% | +16.1% |
| 10Y | +75.7% | -17.5% | +93.2% | +55.7% |
| All | +157.1% | +28.2% | +128.9% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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