+11.9%
ACN vs KEYS
+55.9%
-44.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.3% | +10.1% | +1.7% |
| 7D | +8.6% | -14.8% | +23.4% | +3.4% |
| 30D | +36.6% | -25.6% | +62.2% | +25.8% |
| 3M | +56.3% | -16.2% | +72.5% | +49.4% |
| 6M | +49.7% | -18.6% | +68.3% | +44.7% |
| YTD | +1.3% | +40.7% | -39.4% | -5.4% |
| 1Y | +11.9% | +59.6% | -47.7% | +1.4% |
| All | +11.9% | +55.9% | -44.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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