+40.8%
KEY vs ET
+235.7%
-194.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -3.2% | +6.9% | -10.1% | -6.8% |
| 3M | +1.0% | +13.1% | -12.1% | -6.0% |
| 6M | +11.9% | +18.7% | -6.8% | +0.9% |
| YTD | +8.7% | +37.4% | -28.7% | -10.3% |
| 1Y | +18.5% | +34.8% | -16.3% | -1.4% |
| 3Y | +124.0% | +96.8% | +27.1% | +46.6% |
| 5Y | +40.8% | +238.2% | -197.4% | -27.4% |
| All | +40.8% | +235.7% | -194.9% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling