+15.8%
KDP vs ACGL
+174.7%
-158.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.5% | +6.4% | -1.9% | +3.2% |
| 30D | +18.5% | +16.6% | +1.9% | +15.0% |
| 3M | +20.8% | +11.6% | +9.3% | +18.2% |
| 6M | +29.4% | +17.5% | +11.9% | +25.3% |
| YTD | +35.9% | +15.3% | +20.6% | +31.8% |
| 1Y | +42.5% | +26.3% | +16.2% | +35.8% |
| 3Y | +29.4% | +35.9% | -6.5% | +20.6% |
| 5Y | +15.8% | +168.2% | -152.4% | -12.5% |
| All | +15.8% | +174.7% | -158.9% | -12.5% |
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 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