+276.5%
ADP vs KR
+129.5%
+147.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | 0.0% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -0.4% | +5.1% | -5.4% | -1.1% |
| 3M | +19.7% | -8.2% | +27.9% | +21.0% |
| 6M | +27.9% | -18.0% | +45.9% | +31.1% |
| YTD | +5.9% | -4.8% | +10.7% | +6.3% |
| 1Y | -7.5% | -11.0% | +3.5% | -6.4% |
| 3Y | +15.4% | +37.7% | -22.3% | +9.4% |
| 5Y | +48.4% | +52.8% | -4.4% | +38.2% |
| All | +276.5% | +129.5% | +147.0% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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