+319.9%
ADP vs KMI
+158.9%
+161.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | +2.2% | +6.5% | -4.4% | -0.2% |
| 30D | +10.6% | -3.4% | +14.0% | +11.7% |
| 3M | +12.9% | +0.4% | +12.5% | +12.2% |
| 6M | +50.6% | -0.9% | +51.6% | +50.1% |
| YTD | +23.2% | +20.5% | +2.7% | +13.1% |
| 1Y | +25.3% | +23.2% | +2.1% | +13.9% |
| 3Y | +47.1% | +121.6% | -74.5% | +3.4% |
| 5Y | +50.1% | +149.1% | -99.0% | -0.7% |
| All | +319.9% | +158.9% | +161.0% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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