+239.3%
KDP vs ACGL
+332.3%
-93.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | +0.3% | -1.1% | +1.4% | +0.6% |
| 30D | +16.3% | +13.1% | +3.2% | +13.3% |
| 3M | +24.0% | +9.8% | +14.2% | +21.6% |
| 6M | +30.0% | +15.3% | +14.7% | +26.0% |
| YTD | +36.1% | +12.7% | +23.4% | +32.3% |
| 1Y | +46.8% | +20.7% | +26.1% | +40.6% |
| 3Y | +30.5% | +34.3% | -3.8% | +20.8% |
| 5Y | +17.9% | +170.6% | -152.7% | -8.6% |
| 10Y | +239.3% | +330.6% | -91.3% | +167.3% |
| All | +239.3% | +332.3% | -93.1% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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