-29.4%
ETHA vs KEY
+55.6%
-85.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | +0.8% | +2.2% | -1.4% | -1.0% |
| 30D | +27.9% | -3.0% | +30.9% | +30.5% |
| 3M | +38.3% | +3.3% | +35.0% | +33.1% |
| 6M | +14.0% | +9.2% | +4.8% | +3.9% |
| YTD | -17.4% | +10.6% | -28.1% | -25.9% |
| 1Y | -42.7% | +20.4% | -63.1% | -52.5% |
| All | -29.4% | +55.6% | -85.0% | -53.7% |
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