+523.1%
ETN vs KEEL
+294.5%
+228.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +3.7% |
| 7D | +3.5% | +2.9% | +0.7% | +3.3% |
| 30D | -7.5% | +0.8% | -8.4% | -7.7% |
| 3M | +8.3% | -35.3% | +43.7% | +10.4% |
| 6M | +20.2% | +59.4% | -39.2% | +16.4% |
| YTD | +34.7% | +51.9% | -17.2% | +30.2% |
| 1Y | +19.4% | +75.0% | -55.6% | +13.8% |
| 3Y | +85.5% | +224.5% | -139.0% | +68.2% |
| 5Y | +186.6% | -35.9% | +222.5% | +161.8% |
| All | +523.1% | +294.5% | +228.7% | +441.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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