-43.1%
KHC vs ADP
+342.7%
-385.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | -1.8% | -3.4% | +1.7% | -0.4% |
| 30D | -1.9% | +2.8% | -4.7% | -3.0% |
| 3M | +14.4% | +20.9% | -6.5% | +6.2% |
| 6M | +8.7% | +29.9% | -21.2% | -2.4% |
| YTD | +7.8% | +9.6% | -1.9% | +3.2% |
| 1Y | -1.5% | -5.3% | +3.7% | 0.0% |
| 3Y | -9.9% | +16.5% | -26.3% | -16.6% |
| 5Y | -10.7% | +49.4% | -60.1% | -27.9% |
| 10Y | -55.7% | +282.2% | -337.9% | -78.7% |
| All | -43.1% | +342.7% | -385.8% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling