-14.8%
KHC vs ADP
+47.3%
-62.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.5% |
| 7D | +1.1% | +3.2% | -2.1% | +0.2% |
| 30D | +12.0% | +14.9% | -2.9% | +8.0% |
| 3M | +0.2% | +11.6% | -11.4% | -2.7% |
| 6M | +10.3% | +48.5% | -38.1% | -0.1% |
| YTD | +6.7% | +20.6% | -13.8% | +1.4% |
| 1Y | +10.9% | +23.7% | -12.8% | +4.6% |
| 3Y | -12.6% | +47.8% | -60.4% | -19.6% |
| All | -14.8% | +47.3% | -62.2% | -22.5% |
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