+20.6%
KEY vs ET
+1,312.4%
-1,291.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.1% |
| 7D | +0.5% | -1.9% | +2.4% | +1.3% |
| 30D | +6.9% | -3.1% | +9.9% | +8.0% |
| 3M | -5.0% | -3.9% | -1.1% | -3.6% |
| 6M | +0.7% | +4.0% | -3.3% | -1.5% |
| YTD | +6.5% | +26.4% | -20.0% | -4.6% |
| 1Y | +22.6% | +24.9% | -2.3% | +10.3% |
| 3Y | +125.3% | +85.2% | +40.2% | +70.9% |
| 5Y | +13.9% | +218.3% | -204.4% | -31.4% |
| 10Y | +105.3% | +172.0% | -66.6% | +21.3% |
| All | +20.6% | +1,312.4% | -1,291.8% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling