-26.5%
ACN vs KEY
+12.7%
-39.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | -5.7% | +1.8% | -7.5% | -6.2% |
| 30D | +17.0% | +7.1% | +9.9% | +15.1% |
| 3M | +39.9% | -5.9% | +45.8% | +41.8% |
| 6M | +50.2% | +2.2% | +48.0% | +49.1% |
| YTD | -4.2% | +6.4% | -10.6% | -5.9% |
| 1Y | +4.3% | +24.8% | -20.5% | -1.5% |
| 3Y | -17.1% | +125.2% | -142.3% | -33.0% |
| 5Y | -26.5% | +13.0% | -39.4% | -28.0% |
| All | -26.5% | +12.7% | -39.2% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling