-44.5%
KHC vs ADM
+100.6%
-145.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.5% |
| 30D | +8.8% | -13.3% | +22.1% | +14.5% |
| 3M | -1.2% | -13.4% | +12.1% | +3.7% |
| 6M | +4.6% | -9.6% | +14.3% | +7.5% |
| YTD | +5.1% | +23.0% | -17.9% | -4.7% |
| 1Y | +6.2% | +27.4% | -21.1% | -5.1% |
| 3Y | -12.9% | +5.7% | -18.6% | -19.2% |
| 5Y | -16.8% | +22.1% | -38.8% | -31.4% |
| 10Y | -52.4% | +106.0% | -158.4% | -71.8% |
| All | -44.5% | +100.6% | -145.1% | -65.8% |
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