+180.8%
ACN vs KEYS
+1,086.4%
-905.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -6.3% | +2.9% | -9.3% | -7.2% |
| 30D | -1.4% | -1.3% | -0.1% | -1.4% |
| 3M | +2.6% | -0.1% | +2.7% | +0.1% |
| 6M | -14.3% | +17.4% | -31.7% | -22.3% |
| YTD | -33.1% | +62.9% | -96.0% | -47.9% |
| 1Y | -28.8% | +95.7% | -124.5% | -48.9% |
| 3Y | -43.0% | +150.2% | -193.1% | -64.1% |
| 5Y | -44.0% | +83.1% | -127.1% | -60.5% |
| 10Y | +88.5% | +1,020.9% | -932.4% | -28.2% |
| All | +180.8% | +1,086.4% | -905.6% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling