+236.4%
KDP vs ADM
+100.6%
+135.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +2.2% | -9.0% | +11.2% | +4.2% |
| 30D | +19.9% | -14.0% | +33.9% | +23.6% |
| 3M | +21.5% | -9.2% | +30.6% | +23.6% |
| 6M | +30.1% | -9.2% | +39.3% | +32.1% |
| YTD | +34.9% | +24.2% | +10.7% | +27.8% |
| 1Y | +43.4% | +27.0% | +16.4% | +35.1% |
| 3Y | +29.1% | +6.6% | +22.5% | +23.7% |
| 5Y | +15.0% | +25.0% | -10.0% | +3.4% |
| All | +236.4% | +100.6% | +135.8% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling