-21.9%
KVUE vs ADM
+26.3%
-48.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | -1.9% | -0.1% | -1.9% | -1.9% |
| 30D | -3.3% | +11.0% | -14.3% | -4.9% |
| 3M | +6.0% | +6.0% | 0.0% | +4.9% |
| 6M | +2.3% | +26.9% | -24.6% | -2.3% |
| YTD | +10.3% | +50.0% | -39.7% | +1.9% |
| 1Y | +4.6% | +39.6% | -35.0% | -2.2% |
| 3Y | -2.2% | +18.5% | -20.7% | -9.7% |
| All | -21.9% | +26.3% | -48.2% | -28.8% |
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