+2.7%
KMB vs ACGL
+168.9%
-166.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | +3.4% | -1.1% | +4.5% | +3.7% |
| 30D | +14.7% | +13.1% | +1.6% | +12.0% |
| 3M | +3.3% | +9.8% | -6.5% | +1.4% |
| 6M | +16.8% | +15.3% | +1.5% | +13.6% |
| YTD | +15.2% | +12.7% | +2.5% | +12.4% |
| 1Y | +13.3% | +20.7% | -7.4% | +9.2% |
| 3Y | +5.4% | +34.3% | -28.9% | -0.3% |
| 5Y | +2.7% | +170.6% | -167.9% | -15.5% |
| All | +2.7% | +168.9% | -166.1% | -15.5% |
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