+177.9%
KO vs ADM
+178.5%
-0.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.1% | +3.0% | -4.1% | -1.9% |
| 30D | +1.6% | +8.7% | -7.1% | -0.8% |
| 3M | +5.8% | +7.6% | -1.9% | +3.3% |
| 6M | +14.3% | +26.9% | -12.6% | +6.3% |
| YTD | +27.3% | +54.3% | -27.0% | +11.9% |
| 1Y | +33.2% | +45.7% | -12.5% | +18.5% |
| 3Y | +64.5% | +21.9% | +42.6% | +51.2% |
| 5Y | +83.1% | +67.2% | +16.0% | +43.4% |
| All | +177.9% | +178.5% | -0.6% | +70.5% |
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