+49.1%
ADP vs KMB
-0.3%
+49.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +3.2% | +0.5% | +2.8% | +3.1% |
| 30D | +14.9% | +12.4% | +2.5% | +11.0% |
| 3M | +11.6% | +1.0% | +10.6% | +11.2% |
| 6M | +48.5% | +12.1% | +36.3% | +43.6% |
| YTD | +20.6% | +11.6% | +9.0% | +16.1% |
| 1Y | +23.7% | +13.1% | +10.6% | +18.6% |
| 3Y | +47.8% | +1.6% | +46.2% | +42.6% |
| All | +49.1% | -0.3% | +49.4% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling