+11.9%
ACN vs KEY
+29.6%
-17.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.3% |
| 7D | +8.6% | +1.7% | +6.9% | +8.0% |
| 30D | +36.6% | +6.8% | +29.8% | +33.8% |
| 3M | +56.3% | -5.8% | +62.1% | +59.0% |
| 6M | +49.7% | +1.4% | +48.2% | +48.0% |
| YTD | +1.3% | +7.5% | -6.2% | -1.8% |
| 1Y | +11.9% | +29.6% | -17.7% | -6.1% |
| All | +11.9% | +29.6% | -17.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling