+92.0%
ACN vs KEY
+173.8%
-81.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | +2.2% | -3.7% | -2.1% |
| 30D | +9.4% | -3.0% | +12.4% | +10.2% |
| 3M | +5.6% | +3.3% | +2.3% | +4.5% |
| 6M | -9.3% | +9.2% | -18.4% | -11.9% |
| YTD | -29.0% | +10.6% | -39.6% | -31.3% |
| 1Y | -24.7% | +20.4% | -45.1% | -29.0% |
| 3Y | -39.8% | +121.8% | -161.7% | -53.9% |
| 5Y | -40.9% | +41.1% | -82.0% | -50.1% |
| All | +92.0% | +173.8% | -81.7% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling