+1,117.5%
KDP vs ADM
+205.5%
+912.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.3% | +3.8% | -2.5% | +0.3% |
| 30D | +6.0% | +9.8% | -3.8% | +3.4% |
| 3M | +9.2% | +2.1% | +7.1% | +8.3% |
| 6M | +14.7% | +27.5% | -12.8% | +7.3% |
| YTD | +19.2% | +50.2% | -31.0% | +6.9% |
| 1Y | +15.2% | +40.6% | -25.4% | +4.7% |
| 3Y | +6.0% | +17.2% | -11.3% | -1.3% |
| 5Y | +5.4% | +61.9% | -56.5% | -11.8% |
| 10Y | +171.9% | +159.3% | +12.6% | +92.3% |
| All | +1,117.5% | +205.5% | +912.0% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling