-24.5%
KVUE vs ADM
+29.7%
-54.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -5.1% | +2.5% | -7.6% | -5.5% |
| 30D | -6.3% | +9.5% | -15.8% | -7.6% |
| 3M | -0.5% | +10.6% | -11.1% | -2.2% |
| 6M | +3.1% | +24.0% | -20.9% | -1.0% |
| YTD | +6.7% | +54.0% | -47.3% | -1.9% |
| 1Y | -1.1% | +45.3% | -46.5% | -8.1% |
| 3Y | -8.7% | +21.8% | -30.5% | -16.0% |
| All | -24.5% | +29.7% | -54.1% | -31.4% |
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 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