-10.3%
KHC vs ADP
+49.8%
-60.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | -1.8% | -3.4% | +1.7% | -0.9% |
| 30D | -1.9% | +2.8% | -4.7% | -2.6% |
| 3M | +14.4% | +20.9% | -6.5% | +9.1% |
| 6M | +8.7% | +29.9% | -21.2% | +1.8% |
| YTD | +7.8% | +9.6% | -1.9% | +5.1% |
| 1Y | -1.5% | -5.3% | +3.7% | -0.4% |
| 3Y | -9.9% | +16.5% | -26.3% | -12.8% |
| All | -10.3% | +49.8% | -60.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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