+29.9%
ADP vs KMB
+3.8%
+26.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -3.4% | -3.0% | -0.4% | -2.7% |
| 30D | +2.8% | -5.5% | +8.3% | +4.1% |
| 3M | +20.9% | +14.0% | +6.9% | +21.7% |
| 6M | +29.9% | +4.1% | +25.8% | +35.0% |
| All | +29.9% | +3.8% | +26.0% | +35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling