+127.2%
KR vs ACGL
+277.0%
-149.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.7% | -3.6% | +1.0% | -2.2% |
| 30D | +1.9% | -2.1% | +4.0% | +2.2% |
| 3M | -11.0% | +5.4% | -16.4% | -11.6% |
| 6M | -20.2% | 0.0% | -20.2% | -20.2% |
| YTD | -7.3% | +0.3% | -7.6% | -7.4% |
| 1Y | -13.1% | +6.2% | -19.3% | -13.8% |
| 3Y | +29.7% | +30.9% | -1.2% | +25.0% |
| 5Y | +48.8% | +159.8% | -111.0% | +32.6% |
| All | +127.2% | +277.0% | -149.8% | +84.0% |
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