-14.3%
ACN vs KEYS
+23.5%
-37.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -2.2% |
| 7D | -6.3% | +2.9% | -9.3% | -4.8% |
| 30D | -1.4% | -1.3% | -0.1% | -1.6% |
| 3M | +2.6% | -0.1% | +2.7% | +4.8% |
| 6M | -14.3% | +17.4% | -31.7% | -12.2% |
| All | -14.3% | +23.5% | -37.8% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling