+38.7%
KMB vs ADM
+100.2%
-61.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | +3.4% | -7.8% | +11.2% | +5.1% |
| 30D | +14.7% | -12.6% | +27.3% | +17.7% |
| 3M | +3.3% | -8.2% | +11.5% | +4.7% |
| 6M | +16.8% | -8.9% | +25.7% | +18.2% |
| YTD | +15.2% | +24.0% | -8.8% | +8.5% |
| 1Y | +13.3% | +26.2% | -12.9% | +6.2% |
| 3Y | +5.4% | +7.0% | -1.6% | +0.5% |
| 5Y | +2.7% | +24.9% | -22.1% | -9.8% |
| 10Y | +38.7% | +102.6% | -64.0% | -4.8% |
| All | +38.7% | +100.2% | -61.6% | -4.8% |
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