+7.0%
ACN vs KEY
+22.7%
-15.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.0% | -3.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | +22.6% | +7.2% | +15.4% | +20.1% |
| 3M | +45.9% | -4.9% | +50.8% | +47.8% |
| 6M | +43.8% | +1.1% | +42.8% | +42.7% |
| YTD | -2.5% | +6.8% | -9.3% | -5.0% |
| All | +7.0% | +22.7% | -15.7% | -4.9% |
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