+35.5%
KMB vs ACGL
+322.9%
-287.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -3.0% | -1.2% | -1.8% | -2.7% |
| 30D | +9.1% | +12.8% | -3.7% | +6.1% |
| 3M | -0.4% | +12.3% | -12.7% | -3.0% |
| 6M | +13.0% | +15.8% | -2.9% | +9.2% |
| YTD | +10.3% | +13.9% | -3.5% | +6.9% |
| 1Y | +8.2% | +19.0% | -10.8% | +3.8% |
| 3Y | +0.4% | +33.7% | -33.3% | -7.1% |
| 5Y | -2.7% | +173.4% | -176.1% | -25.1% |
| All | +35.5% | +322.9% | -287.5% | -4.8% |
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