+68.0%
ETN vs KEY
+127.4%
-59.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +2.4% | -0.5% | +3.0% | +2.7% |
| 30D | -15.2% | +6.7% | -21.9% | -17.4% |
| 3M | -21.2% | -4.6% | -16.6% | -19.9% |
| 6M | -13.5% | +2.6% | -16.0% | -14.6% |
| YTD | +14.5% | +7.0% | +7.6% | +10.9% |
| 1Y | -0.9% | +23.5% | -24.3% | -9.2% |
| All | +68.0% | +127.4% | -59.4% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling