+911.8%
ADP vs KMI
+107.9%
+803.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.5% |
| 7D | +3.2% | -5.1% | +8.3% | +4.7% |
| 30D | +12.8% | -3.1% | +15.9% | +13.6% |
| 3M | +12.3% | +0.2% | +12.1% | +11.8% |
| 6M | +45.4% | +1.1% | +44.3% | +44.1% |
| YTD | +21.4% | +17.7% | +3.7% | +14.4% |
| 1Y | +23.7% | +19.6% | +4.1% | +15.9% |
| 3Y | +43.6% | +117.6% | -74.0% | +10.4% |
| 5Y | +48.7% | +143.1% | -94.4% | +9.7% |
| 10Y | +316.1% | +142.0% | +174.0% | +192.5% |
| All | +911.8% | +107.9% | +803.9% | +579.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling