+143.6%
ETR vs KEEL
+197.5%
-53.9%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.5% |
| 7D | -1.8% | +2.9% | -4.7% | -1.9% |
| 30D | -1.8% | +0.8% | -2.6% | -1.8% |
| 3M | -3.6% | -35.3% | +31.7% | -3.1% |
| 6M | +2.6% | +59.4% | -56.8% | +0.8% |
| YTD | +16.0% | +51.9% | -35.9% | +13.8% |
| 1Y | +20.1% | +75.0% | -54.9% | +17.5% |
| 3Y | +143.6% | +224.5% | -81.0% | +131.2% |
| All | +143.6% | +197.5% | -53.9% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling