+36.0%
KMB vs ADM
+98.0%
-62.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.5% | -9.0% | +9.5% | +2.4% |
| 30D | +12.4% | -14.0% | +26.4% | +15.7% |
| 3M | +1.0% | -9.2% | +10.1% | +2.6% |
| 6M | +12.1% | -9.2% | +21.3% | +13.6% |
| YTD | +11.6% | +24.2% | -12.6% | +5.1% |
| 1Y | +13.1% | +27.0% | -13.9% | +5.9% |
| 3Y | +1.6% | +6.6% | -5.0% | -3.1% |
| 5Y | -0.3% | +25.0% | -25.3% | -12.4% |
| All | +36.0% | +98.0% | -62.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling