-27.0%
ETHA vs KEYS
+140.4%
-167.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +1.2% |
| 7D | +3.5% | +3.5% | 0.0% | +1.6% |
| 30D | +35.3% | -4.5% | +39.8% | +37.8% |
| 3M | +50.9% | -0.4% | +51.3% | +47.4% |
| 6M | +22.1% | +19.1% | +3.0% | +5.2% |
| YTD | -14.6% | +66.7% | -81.2% | -44.9% |
| 1Y | -42.8% | +96.5% | -139.3% | -68.0% |
| All | -27.0% | +140.4% | -167.3% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling