-1.3%
KMB vs ADM
+26.4%
-27.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.8% |
| 7D | +0.9% | +4.2% | -3.3% | +0.5% |
| 30D | +10.1% | -12.8% | +22.9% | +11.5% |
| 3M | 0.0% | -8.5% | +8.5% | +0.8% |
| 6M | +15.7% | -10.9% | +26.6% | +16.7% |
| YTD | +12.6% | +29.4% | -16.8% | +8.3% |
| 1Y | +10.1% | +27.5% | -17.4% | +6.1% |
| 3Y | +2.1% | +10.3% | -8.2% | -1.9% |
| All | -1.3% | +26.4% | -27.7% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling