+1,632.5%
KKR vs ACGL
+1,228.6%
+403.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.3% |
| 7D | +5.1% | +1.3% | +3.8% | +4.4% |
| 30D | +10.9% | +14.2% | -3.3% | +2.8% |
| 3M | -2.9% | +11.1% | -14.0% | -8.6% |
| 6M | -1.2% | +16.4% | -17.6% | -10.3% |
| YTD | -20.4% | +13.8% | -34.2% | -27.4% |
| 1Y | -15.4% | +21.6% | -37.0% | -25.8% |
| 3Y | +61.9% | +33.5% | +28.4% | +30.1% |
| 5Y | +38.3% | +174.8% | -136.6% | -31.7% |
| 10Y | +720.6% | +330.4% | +390.3% | +178.1% |
| All | +1,632.5% | +1,228.6% | +403.9% | +123.7% |
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