+266.4%
KDP vs ACGL
+329.5%
-63.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +4.0% | -1.4% | +5.3% | +4.3% |
| 30D | +16.8% | +12.4% | +4.4% | +13.9% |
| 3M | +32.0% | +11.1% | +20.9% | +29.1% |
| 6M | +35.2% | +16.3% | +18.8% | +30.7% |
| YTD | +40.9% | +13.8% | +27.1% | +36.7% |
| 1Y | +47.7% | +20.4% | +27.2% | +41.5% |
| 3Y | +34.8% | +33.6% | +1.2% | +24.9% |
| 5Y | +22.6% | +176.8% | -154.2% | -5.5% |
| 10Y | +266.4% | +324.6% | -58.2% | +172.5% |
| All | +266.4% | +329.5% | -63.0% | +172.5% |
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