+15.2%
KDP vs ADM
+40.7%
-25.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.3% | +3.8% | -2.5% | +0.9% |
| 30D | +6.0% | +9.8% | -3.8% | +5.1% |
| 3M | +9.2% | +2.1% | +7.1% | +8.9% |
| 6M | +14.7% | +27.5% | -12.8% | +11.2% |
| YTD | +19.2% | +50.2% | -31.0% | +12.9% |
| 1Y | +15.2% | +40.6% | -25.4% | +9.0% |
| All | +15.2% | +40.7% | -25.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling