+760.7%
KMB vs ACGL
+4,429.2%
-3,668.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -3.0% | -0.7% | -2.3% | -2.9% |
| 30D | -5.5% | -1.0% | -4.5% | -5.3% |
| 3M | +14.0% | +11.0% | +2.9% | +12.0% |
| 6M | +4.1% | -0.3% | +4.4% | +4.1% |
| YTD | +8.0% | +2.3% | +5.8% | +7.5% |
| 1Y | -13.7% | +6.4% | -20.1% | -14.8% |
| 3Y | -5.9% | +34.0% | -39.9% | -11.2% |
| 5Y | -8.6% | +161.6% | -170.3% | -23.4% |
| 10Y | +17.3% | +278.6% | -261.3% | -9.5% |
| All | +760.7% | +4,429.2% | -3,668.5% | +415.4% |
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