-43.1%
KHC vs ADM
+144.9%
-188.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.8% | +3.8% | -5.5% | -3.1% |
| 30D | -1.9% | +9.8% | -11.6% | -5.4% |
| 3M | +14.4% | +2.1% | +12.3% | +13.0% |
| 6M | +8.7% | +27.5% | -18.8% | -1.8% |
| YTD | +7.8% | +50.2% | -42.4% | -8.9% |
| 1Y | -1.5% | +40.6% | -42.1% | -14.9% |
| 3Y | -9.9% | +17.2% | -27.1% | -18.8% |
| 5Y | -10.7% | +61.9% | -72.6% | -34.4% |
| 10Y | -55.7% | +159.3% | -215.0% | -75.8% |
| All | -43.1% | +144.9% | -188.0% | -67.3% |
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