-44.1%
ETHA vs KEY
+50.6%
-94.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.8% |
| 7D | -12.5% | +2.9% | -15.5% | -14.6% |
| 30D | -19.8% | +8.4% | -28.2% | -24.8% |
| 3M | +3.1% | -5.8% | +8.9% | +7.4% |
| 6M | -13.8% | +5.4% | -19.2% | -19.1% |
| YTD | -34.6% | +7.1% | -41.6% | -39.9% |
| 1Y | -38.7% | +26.8% | -65.5% | -52.0% |
| All | -44.1% | +50.6% | -94.6% | -62.4% |
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