+1,278.3%
KDP vs ADM
+152.6%
+1,125.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +2.2% | -9.0% | +11.2% | +4.6% |
| 30D | +19.9% | -14.0% | +33.9% | +24.4% |
| 3M | +21.5% | -9.2% | +30.6% | +24.0% |
| 6M | +30.1% | -9.2% | +39.3% | +32.5% |
| YTD | +34.9% | +24.2% | +10.7% | +26.6% |
| 1Y | +43.4% | +27.0% | +16.4% | +33.7% |
| 3Y | +29.1% | +6.6% | +22.5% | +22.7% |
| 5Y | +15.0% | +25.0% | -10.0% | +2.6% |
| 10Y | +234.1% | +100.2% | +133.8% | +152.3% |
| All | +1,278.3% | +152.6% | +1,125.7% | +657.4% |
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