+4,210.3%
KO vs ADM
+1,954.9%
+2,255.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.5% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | +0.8% | +8.2% | -7.4% | -1.2% |
| 3M | +8.3% | +8.7% | -0.4% | +5.9% |
| 6M | +14.0% | +29.1% | -15.0% | +6.7% |
| YTD | +26.9% | +53.7% | -26.7% | +13.8% |
| 1Y | +32.7% | +43.2% | -10.6% | +20.6% |
| 3Y | +63.9% | +21.4% | +42.5% | +51.5% |
| 5Y | +81.7% | +67.1% | +14.6% | +53.0% |
| 10Y | +183.0% | +176.6% | +6.4% | +107.3% |
| All | +4,210.3% | +1,954.9% | +2,255.4% | +1,386.8% |
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 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