-14.8%
KHC vs ADM
+24.5%
-39.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +1.1% | -9.0% | +10.1% | +3.0% |
| 30D | +12.0% | -14.0% | +25.9% | +15.4% |
| 3M | +0.2% | -9.2% | +9.3% | +1.9% |
| 6M | +10.3% | -9.2% | +19.5% | +11.9% |
| YTD | +6.7% | +24.2% | -17.5% | +0.5% |
| 1Y | +10.9% | +27.0% | -16.1% | +3.8% |
| 3Y | -12.6% | +6.6% | -19.2% | -17.4% |
| All | -14.8% | +24.5% | -39.3% | -27.6% |
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