+93.1%
ACN vs KEYS
+1,049.9%
-956.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +2.1% |
| 7D | -1.5% | +3.5% | -5.0% | -2.6% |
| 30D | +2.1% | -4.5% | +6.6% | +3.2% |
| 3M | +11.1% | -0.4% | +11.5% | +8.7% |
| 6M | -6.8% | +19.1% | -26.0% | -16.2% |
| YTD | -30.0% | +66.7% | -96.7% | -46.5% |
| 1Y | -23.1% | +96.5% | -119.6% | -45.5% |
| 3Y | -40.4% | +155.2% | -195.5% | -63.6% |
| 5Y | -41.6% | +88.0% | -129.6% | -59.8% |
| All | +93.1% | +1,049.9% | -956.8% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling