-42.8%
ETHA vs KEYS
+97.6%
-140.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +2.2% |
| 7D | +3.5% | +3.5% | 0.0% | +2.5% |
| 30D | +35.3% | -4.5% | +39.8% | +36.8% |
| 3M | +50.9% | -0.4% | +51.3% | +49.0% |
| 6M | +22.1% | +19.1% | +3.0% | +11.5% |
| YTD | -14.6% | +66.7% | -81.2% | -37.8% |
| 1Y | -42.8% | +96.5% | -139.3% | -63.3% |
| All | -42.8% | +97.6% | -140.4% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling