-39.5%
ACN vs KEY
+122.6%
-162.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | +2.2% | -3.7% | -2.0% |
| 30D | +9.4% | -3.0% | +12.4% | +10.1% |
| 3M | +5.6% | +3.3% | +2.3% | +4.7% |
| 6M | -9.3% | +9.2% | -18.4% | -11.4% |
| YTD | -29.0% | +10.6% | -39.6% | -30.8% |
| 1Y | -24.7% | +20.4% | -45.1% | -28.2% |
| All | -39.5% | +122.6% | -162.2% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling