+45.0%
ADP vs KR
+36.6%
+8.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -5.7% | -3.1% | -2.6% | -5.2% |
| 30D | -3.1% | +0.6% | -3.7% | -3.2% |
| 3M | +15.6% | -9.8% | +25.4% | +17.3% |
| 6M | +20.8% | -22.1% | +42.9% | +25.1% |
| YTD | +4.7% | -8.1% | +12.9% | +5.6% |
| 1Y | -8.3% | -14.7% | +6.4% | -6.5% |
| 3Y | +13.6% | +28.6% | -15.0% | +7.6% |
| 5Y | +45.0% | +36.4% | +8.7% | +36.9% |
| All | +45.0% | +36.6% | +8.4% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling