+151.0%
KR vs ACGL
+324.4%
-173.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +4.6% | +2.2% | +2.4% | +4.3% |
| 30D | +12.2% | +12.3% | -0.1% | +10.5% |
| 3M | +24.6% | +11.8% | +12.7% | +22.7% |
| 6M | +8.2% | +17.5% | -9.3% | +6.0% |
| YTD | +15.3% | +14.3% | +1.0% | +13.2% |
| 1Y | +9.8% | +18.2% | -8.4% | +7.3% |
| 3Y | +71.4% | +33.2% | +38.2% | +64.5% |
| 5Y | +85.1% | +174.3% | -89.3% | +63.4% |
| All | +151.0% | +324.4% | -173.4% | +99.5% |
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 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