+10.3%
KHC vs ADP
+47.6%
-37.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.1% |
| 7D | +1.1% | +3.2% | -2.1% | -0.6% |
| 30D | +12.0% | +14.9% | -2.9% | +4.9% |
| 3M | +0.2% | +11.6% | -11.4% | -5.1% |
| 6M | +10.3% | +48.5% | -38.1% | -4.6% |
| All | +10.3% | +47.6% | -37.3% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling