+313.7%
ADP vs KMB
+41.7%
+272.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.7% | -1.7% |
| 7D | +1.1% | +3.4% | -2.3% | -0.3% |
| 30D | +11.5% | +14.7% | -3.2% | +5.5% |
| 3M | +12.0% | +3.3% | +8.8% | +10.4% |
| 6M | +43.8% | +16.8% | +27.0% | +34.8% |
| YTD | +20.1% | +15.2% | +4.8% | +12.3% |
| 1Y | +22.3% | +13.3% | +9.0% | +15.1% |
| 3Y | +43.3% | +5.4% | +37.8% | +35.3% |
| 5Y | +47.3% | +2.7% | +44.6% | +39.6% |
| 10Y | +313.7% | +38.7% | +275.1% | +262.9% |
| All | +313.7% | +41.7% | +272.0% | +262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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