+11,904.6%
ADP vs KMB
+1,887.9%
+10,016.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | +3.2% | +0.5% | +2.8% | +3.0% |
| 30D | +14.9% | +12.4% | +2.5% | +10.1% |
| 3M | +11.6% | +1.0% | +10.6% | +11.1% |
| 6M | +48.5% | +12.1% | +36.3% | +42.0% |
| YTD | +20.6% | +11.6% | +9.0% | +14.8% |
| 1Y | +23.7% | +13.1% | +10.6% | +17.1% |
| 3Y | +47.8% | +1.6% | +46.2% | +43.1% |
| 5Y | +47.7% | -0.3% | +48.0% | +43.3% |
| 10Y | +324.0% | +37.9% | +286.0% | +261.5% |
| All | +11,904.6% | +1,887.9% | +10,016.7% | +3,951.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling