+151.4%
ACN vs KEY
+107.2%
+44.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.0% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | +19.0% | +6.7% | +12.3% | +16.7% |
| 3M | +42.2% | -4.6% | +46.8% | +43.9% |
| 6M | +50.1% | +2.6% | +47.6% | +48.6% |
| YTD | -2.7% | +7.0% | -9.7% | -5.1% |
| 1Y | +7.6% | +23.5% | -15.9% | +0.7% |
| 3Y | -15.9% | +126.4% | -142.3% | -35.8% |
| 5Y | -24.4% | +13.0% | -37.4% | -31.4% |
| 10Y | +151.4% | +99.5% | +51.9% | +82.3% |
| All | +151.4% | +107.2% | +44.1% | +82.3% |
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