+133.4%
KR vs ADM
+177.9%
-44.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | -0.2% | +2.5% | -2.7% | -0.7% |
| 30D | +5.1% | +9.5% | -4.4% | +2.9% |
| 3M | -8.2% | +10.6% | -18.8% | -10.3% |
| 6M | -18.0% | +24.0% | -42.0% | -22.1% |
| YTD | -4.8% | +54.0% | -58.7% | -13.9% |
| 1Y | -11.0% | +45.3% | -56.3% | -18.7% |
| 3Y | +37.7% | +21.8% | +15.9% | +28.7% |
| 5Y | +52.8% | +66.8% | -14.0% | +32.1% |
| All | +133.4% | +177.9% | -44.5% | +73.8% |
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