+805.8%
KMB vs ACGL
+5,005.0%
-4,199.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +0.4% | +6.4% | -6.0% | -0.6% |
| 30D | +14.1% | +16.6% | -2.5% | +11.3% |
| 3M | -0.5% | +11.6% | -12.1% | -2.3% |
| 6M | +16.6% | +17.5% | -0.9% | +13.4% |
| YTD | +13.7% | +15.3% | -1.6% | +10.9% |
| 1Y | +16.1% | +26.3% | -10.2% | +11.5% |
| 3Y | +4.7% | +35.9% | -31.2% | -1.3% |
| 5Y | +1.5% | +168.2% | -166.6% | -15.3% |
| 10Y | +40.5% | +352.0% | -311.5% | +5.4% |
| All | +805.8% | +5,005.0% | -4,199.1% | +431.7% |
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