-27.0%
ETHA vs KEEL
+26.6%
-53.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.5% | +1.9% |
| 7D | +3.5% | +2.9% | +0.6% | +2.2% |
| 30D | +35.3% | +0.8% | +34.5% | +32.9% |
| 3M | +50.9% | -35.3% | +86.2% | +65.7% |
| 6M | +22.1% | +59.4% | -37.3% | -10.2% |
| YTD | -14.6% | +51.9% | -66.5% | -36.7% |
| 1Y | -42.8% | +75.0% | -117.8% | -65.1% |
| All | -27.0% | +26.6% | -53.6% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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