+17.0%
KDP vs ACGL
+159.2%
-142.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | +19.9% | +13.7% | +6.2% | +17.0% |
| 3M | +21.5% | +8.0% | +13.4% | +19.7% |
| 6M | +30.1% | +13.3% | +16.8% | +26.9% |
| YTD | +34.9% | +11.8% | +23.1% | +31.7% |
| 1Y | +43.4% | +22.2% | +21.1% | +37.7% |
| 3Y | +29.1% | +32.5% | -3.4% | +21.1% |
| All | +17.0% | +159.2% | -142.3% | -11.4% |
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