+80.0%
KR vs ACGL
+173.1%
-93.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.7% |
| 7D | +2.7% | +1.3% | +1.4% | +2.4% |
| 30D | +11.3% | +14.2% | -2.9% | +8.2% |
| 3M | +22.3% | +11.1% | +11.2% | +19.6% |
| 6M | +5.8% | +16.4% | -10.6% | +2.5% |
| YTD | +11.7% | +13.8% | -2.1% | +8.5% |
| 1Y | +8.9% | +21.6% | -12.7% | +4.4% |
| 3Y | +67.1% | +33.5% | +33.6% | +56.0% |
| 5Y | +80.0% | +174.8% | -94.8% | +29.0% |
| All | +80.0% | +173.1% | -93.1% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling