+45.0%
ADP vs KMI
+157.3%
-112.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | -5.7% | -1.8% | -3.9% | -5.2% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | +15.6% | +1.2% | +14.4% | +14.9% |
| 6M | +20.8% | -3.9% | +24.7% | +21.8% |
| YTD | +4.7% | +17.5% | -12.8% | -1.2% |
| 1Y | -8.3% | +22.6% | -30.9% | -14.9% |
| 3Y | +13.6% | +116.3% | -102.7% | -15.1% |
| 5Y | +45.0% | +157.6% | -112.6% | +3.8% |
| All | +45.0% | +157.3% | -112.3% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling