+1,117.5%
KDP vs ACGL
+1,245.6%
-128.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.4% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | +6.0% | -1.0% | +7.0% | +6.3% |
| 3M | +9.2% | +11.0% | -1.9% | +5.7% |
| 6M | +14.7% | -0.3% | +15.0% | +14.5% |
| YTD | +19.2% | +2.3% | +16.9% | +17.9% |
| 1Y | +15.2% | +6.4% | +8.8% | +12.2% |
| 3Y | +6.0% | +34.0% | -28.0% | -5.8% |
| 5Y | +5.4% | +161.6% | -156.2% | -26.8% |
| 10Y | +171.9% | +278.6% | -106.7% | +52.4% |
| All | +1,117.5% | +1,245.6% | -128.1% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling