-55.4%
KHC vs ADM
+158.6%
-214.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.2% | -0.1% | -2.2% | -2.2% |
| 30D | -0.1% | +11.0% | -11.1% | -4.0% |
| 3M | +8.3% | +6.0% | +2.3% | +5.6% |
| 6M | +5.0% | +26.9% | -22.0% | -5.0% |
| YTD | +8.0% | +50.0% | -42.0% | -8.7% |
| 1Y | -1.1% | +39.6% | -40.7% | -14.3% |
| 3Y | -10.7% | +18.5% | -29.3% | -19.8% |
| 5Y | -13.5% | +62.6% | -76.1% | -37.5% |
| 10Y | -55.4% | +162.4% | -217.8% | -76.4% |
| All | -55.4% | +158.6% | -214.0% | -76.4% |
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 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