+813.8%
ADP vs KMI
+107.5%
+706.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | +20.9% | 0.0% | +21.0% | +20.7% |
| 6M | +29.9% | -5.7% | +35.6% | +31.7% |
| YTD | +9.6% | +17.5% | -7.8% | +3.7% |
| 1Y | -5.3% | +22.3% | -27.5% | -11.7% |
| 3Y | +16.5% | +111.9% | -95.5% | -9.5% |
| 5Y | +49.4% | +151.8% | -102.4% | +9.1% |
| 10Y | +282.2% | +138.7% | +143.5% | +170.0% |
| All | +813.8% | +107.5% | +706.3% | +516.1% |
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