+16.8%
KMB vs ADM
+158.6%
-141.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -2.7% | -0.1% | -2.7% | -2.7% |
| 30D | -5.0% | +11.0% | -16.1% | -7.1% |
| 3M | +6.6% | +6.0% | +0.6% | +5.0% |
| 6M | +1.0% | +26.9% | -26.0% | -4.7% |
| YTD | +6.0% | +50.0% | -44.1% | -3.7% |
| 1Y | -16.6% | +39.6% | -56.2% | -23.2% |
| 3Y | -8.6% | +18.5% | -27.2% | -14.2% |
| 5Y | -10.9% | +62.6% | -73.4% | -26.2% |
| 10Y | +16.8% | +162.4% | -145.6% | -22.4% |
| All | +16.8% | +158.6% | -141.8% | -22.4% |
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