+48.8%
KR vs ADM
+67.3%
-18.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -2.7% | +3.0% | -5.7% | -3.3% |
| 30D | +1.9% | +8.7% | -6.8% | +0.1% |
| 3M | -11.0% | +7.6% | -18.6% | -12.6% |
| 6M | -20.2% | +26.9% | -47.1% | -24.6% |
| YTD | -7.3% | +54.3% | -61.6% | -16.3% |
| 1Y | -13.1% | +45.7% | -58.8% | -20.7% |
| 3Y | +29.7% | +21.9% | +7.8% | +22.7% |
| 5Y | +48.8% | +67.2% | -18.4% | +24.2% |
| All | +48.8% | +67.3% | -18.5% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling