+651.4%
KKR vs ACGL
+324.4%
+327.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +1.6% | +2.2% | -0.5% | +0.5% |
| 30D | +14.5% | +12.3% | +2.2% | +7.7% |
| 3M | -15.0% | +11.8% | -26.8% | -20.0% |
| 6M | +1.0% | +17.5% | -16.4% | -8.1% |
| YTD | -22.6% | +14.3% | -36.9% | -29.1% |
| 1Y | -18.2% | +18.2% | -36.4% | -26.5% |
| 3Y | +56.4% | +33.2% | +23.2% | +27.8% |
| 5Y | +29.6% | +174.3% | -144.8% | -33.4% |
| All | +651.4% | +324.4% | +327.1% | +160.8% |
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 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