+34.0%
KR vs ADM
+21.5%
+12.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -2.7% | +3.0% | -5.7% | -3.0% |
| 30D | +1.9% | +8.7% | -6.8% | +0.8% |
| 3M | -11.0% | +7.6% | -18.6% | -12.0% |
| 6M | -20.2% | +26.9% | -47.1% | -22.9% |
| YTD | -7.3% | +54.3% | -61.6% | -12.7% |
| 1Y | -13.1% | +45.7% | -58.8% | -17.7% |
| All | +34.0% | +21.5% | +12.6% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling