+175.8%
KDP vs ADM
+158.6%
+17.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | +8.5% | +11.0% | -2.6% | +6.0% |
| 3M | +6.6% | +6.0% | +0.6% | +5.1% |
| 6M | +17.1% | +26.9% | -9.9% | +10.8% |
| YTD | +19.0% | +50.0% | -31.0% | +8.6% |
| 1Y | +21.8% | +39.6% | -17.8% | +12.6% |
| 3Y | +6.4% | +18.5% | -12.1% | +0.2% |
| 5Y | +5.1% | +62.6% | -57.4% | -10.8% |
| 10Y | +175.8% | +162.4% | +13.4% | +95.5% |
| All | +175.8% | +158.6% | +17.2% | +95.5% |
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