-40.2%
ETHA vs KEY
+50.4%
-90.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +0.9% |
| 7D | -14.0% | -0.5% | -13.5% | -13.7% |
| 30D | -17.4% | +6.7% | -24.1% | -21.5% |
| 3M | +10.6% | -4.6% | +15.2% | +14.0% |
| 6M | -11.2% | +2.6% | -13.8% | -14.7% |
| YTD | -30.1% | +7.0% | -37.0% | -35.7% |
| 1Y | -39.6% | +23.5% | -63.1% | -51.5% |
| All | -40.2% | +50.4% | -90.6% | -59.8% |
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