-14.1%
KHC vs ADP
+49.5%
-63.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +2.0% | +2.2% | -0.1% | +1.4% |
| 30D | +10.6% | +10.6% | +0.1% | +7.7% |
| 3M | +0.5% | +12.9% | -12.4% | -2.7% |
| 6M | +12.1% | +50.6% | -38.6% | +1.0% |
| YTD | +8.9% | +23.2% | -14.3% | +2.9% |
| 1Y | +7.5% | +25.3% | -17.8% | +1.1% |
| 3Y | -10.7% | +47.1% | -57.8% | -17.9% |
| All | -14.1% | +49.5% | -63.6% | -21.3% |
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