+11,987.3%
ADP vs KMB
+1,930.6%
+10,056.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.5% |
| 7D | +3.2% | +6.0% | -2.8% | +1.0% |
| 30D | +12.8% | +13.5% | -0.7% | +7.6% |
| 3M | +12.3% | +3.8% | +8.6% | +10.7% |
| 6M | +45.4% | +15.6% | +29.8% | +37.5% |
| YTD | +21.4% | +14.0% | +7.4% | +14.6% |
| 1Y | +23.7% | +12.9% | +10.8% | +17.2% |
| 3Y | +43.6% | +3.7% | +39.9% | +38.0% |
| 5Y | +48.7% | -0.1% | +48.8% | +44.1% |
| 10Y | +316.1% | +41.1% | +274.9% | +251.8% |
| All | +11,987.3% | +1,930.6% | +10,056.7% | +3,946.8% |
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