+30.3%
KR vs ACGL
+29.4%
+0.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | +0.1% | -1.9% |
| 7D | -1.3% | -2.9% | +1.7% | -0.7% |
| 30D | +1.5% | -2.8% | +4.3% | +2.1% |
| 3M | -8.5% | +6.8% | -15.3% | -9.3% |
| 6M | -21.9% | -1.5% | -20.3% | -21.7% |
| YTD | -6.9% | -0.2% | -6.7% | -6.9% |
| 1Y | -14.0% | +5.3% | -19.3% | -14.8% |
| 3Y | +30.3% | +30.3% | 0.0% | +26.5% |
| All | +30.3% | +29.4% | +0.9% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling