+6.8%
KDP vs ACGL
+161.8%
-154.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.5% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +6.0% | -1.0% | +7.0% | +6.2% |
| 3M | +9.2% | +11.0% | -1.9% | +7.0% |
| 6M | +14.7% | -0.3% | +15.0% | +14.6% |
| YTD | +19.2% | +2.3% | +16.9% | +18.4% |
| 1Y | +15.2% | +6.4% | +8.8% | +13.4% |
| 3Y | +6.0% | +34.0% | -28.0% | -1.5% |
| All | +6.8% | +161.8% | -154.9% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling