+147.5%
KR vs ACGL
+322.9%
-175.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.5% | -1.2% | +1.8% | +0.7% |
| 30D | +14.9% | +12.8% | +2.1% | +13.1% |
| 3M | +25.4% | +12.3% | +13.1% | +23.5% |
| 6M | +9.3% | +15.8% | -6.5% | +7.3% |
| YTD | +13.7% | +13.9% | -0.2% | +11.6% |
| 1Y | +9.2% | +19.0% | -9.9% | +6.7% |
| 3Y | +70.1% | +33.7% | +36.4% | +63.3% |
| 5Y | +82.5% | +173.4% | -90.9% | +61.2% |
| All | +147.5% | +322.9% | -175.5% | +96.8% |
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