-13.6%
KHC vs ADM
+65.2%
-78.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.0% | +2.5% | -3.5% | -1.5% |
| 30D | +1.9% | +9.5% | -7.6% | 0.0% |
| 3M | +3.2% | +10.6% | -7.4% | +0.9% |
| 6M | +10.0% | +24.0% | -14.1% | +4.5% |
| YTD | +6.7% | +54.0% | -47.3% | -3.7% |
| 1Y | -0.9% | +45.3% | -46.2% | -9.5% |
| 3Y | -13.6% | +21.8% | -35.3% | -20.2% |
| All | -13.6% | +65.2% | -78.8% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling