-29.2%
ETHA vs KEY
+52.5%
-81.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.5% |
| 7D | +2.9% | -0.3% | +3.3% | +3.2% |
| 30D | +31.4% | -3.3% | +34.7% | +34.2% |
| 3M | +48.9% | -0.7% | +49.6% | +48.1% |
| 6M | +20.9% | +12.5% | +8.4% | +6.9% |
| YTD | -17.2% | +8.4% | -25.6% | -24.5% |
| 1Y | -42.8% | +18.4% | -61.2% | -52.0% |
| All | -29.2% | +52.5% | -81.7% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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