+544.6%
ETN vs KEY
+96.4%
+448.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +3.6% | +2.9% | +0.7% | +2.4% |
| 30D | -13.4% | +8.4% | -21.8% | -16.4% |
| 3M | -21.9% | -5.8% | -16.1% | -20.2% |
| 6M | -12.8% | +5.4% | -18.2% | -15.0% |
| YTD | +12.1% | +7.1% | +5.0% | +8.3% |
| 1Y | +0.8% | +26.8% | -26.0% | -9.2% |
| 3Y | +64.5% | +128.7% | -64.2% | +12.7% |
| 5Y | +121.7% | +13.6% | +108.1% | +93.8% |
| All | +544.6% | +96.4% | +448.2% | +290.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling