+18.9%
ADP vs KMI
+117.9%
-99.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +2.8% | +0.9% | +1.9% | +2.5% |
| 3M | +20.9% | 0.0% | +21.0% | +20.7% |
| 6M | +29.9% | -5.7% | +35.6% | +31.4% |
| YTD | +9.6% | +17.5% | -7.8% | +4.4% |
| 1Y | -5.3% | +22.3% | -27.5% | -11.0% |
| All | +18.9% | +117.9% | -99.0% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling