-40.9%
ETHA vs KEY
+49.7%
-90.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.0% |
| 7D | -10.2% | +0.5% | -10.7% | -10.5% |
| 30D | -17.0% | +6.9% | -23.8% | -21.2% |
| 3M | +9.6% | -5.0% | +14.6% | +13.3% |
| 6M | -11.3% | +0.7% | -12.1% | -13.5% |
| YTD | -30.9% | +6.5% | -37.4% | -36.3% |
| 1Y | -42.6% | +22.6% | -65.2% | -53.6% |
| All | -40.9% | +49.7% | -90.7% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling