+19,963.1%
ETN vs KEY
+1,050.5%
+18,912.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +2.0% | +2.2% | -0.2% | +1.3% |
| 30D | -7.9% | -3.0% | -4.9% | -7.1% |
| 3M | -1.6% | +3.3% | -4.9% | -2.6% |
| 6M | +16.9% | +9.2% | +7.7% | +13.9% |
| YTD | +30.1% | +10.6% | +19.4% | +26.1% |
| 1Y | +19.3% | +20.4% | -1.1% | +12.6% |
| 3Y | +82.5% | +121.8% | -39.3% | +41.3% |
| 5Y | +166.8% | +41.1% | +125.7% | +125.7% |
| 10Y | +649.7% | +168.5% | +481.2% | +409.6% |
| All | +19,963.1% | +1,050.5% | +18,912.5% | +8,421.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling