+37.7%
KR vs ACGL
+158.6%
-120.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 6M | -21.9% | -1.5% | -20.3% | -21.6% |
| YTD | -6.9% | -0.2% | -6.7% | -7.0% |
| 1Y | -14.0% | +5.3% | -19.3% | -15.0% |
| 3Y | +30.3% | +30.3% | 0.0% | +22.0% |
| 5Y | +37.7% | +151.8% | -114.1% | +1.7% |
| All | +37.7% | +158.6% | -120.9% | +1.7% |
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