+1,844.7%
KMB vs ADM
+1,561.3%
+283.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.5% | -9.0% | +9.5% | +2.3% |
| 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% | +13.7% |
| YTD | +11.6% | +24.2% | -12.6% | +5.9% |
| 1Y | +13.1% | +27.0% | -13.9% | +6.7% |
| 3Y | +1.6% | +6.6% | -5.0% | -2.6% |
| 5Y | -0.3% | +25.0% | -25.3% | -9.0% |
| 10Y | +37.9% | +100.2% | -62.3% | +11.5% |
| All | +1,844.7% | +1,561.3% | +283.5% | +750.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling