+819.9%
ETN vs KEYS
+1,113.8%
-293.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +2.1% |
| 7D | +3.5% | +3.5% | 0.0% | +1.9% |
| 30D | -7.5% | -4.5% | -3.0% | -5.5% |
| 3M | +8.3% | -0.4% | +8.7% | +8.6% |
| 6M | +20.2% | +19.1% | +1.1% | +11.4% |
| YTD | +34.7% | +66.7% | -32.0% | +5.7% |
| 1Y | +19.4% | +96.5% | -77.0% | -13.4% |
| 3Y | +85.5% | +155.2% | -69.6% | +17.9% |
| 5Y | +186.6% | +88.0% | +98.6% | +102.9% |
| 10Y | +724.7% | +1,046.8% | -322.1% | +177.7% |
| All | +819.9% | +1,113.8% | -293.9% | +211.6% |
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