+105.3%
KEY vs ETR
+369.0%
-263.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.5% | +2.6% | -2.0% | -0.8% |
| 30D | +6.9% | +8.7% | -1.8% | +2.2% |
| 3M | -5.0% | +6.4% | -11.4% | -8.2% |
| 6M | +0.7% | +0.7% | 0.0% | 0.0% |
| YTD | +6.5% | +23.0% | -16.6% | -6.2% |
| 1Y | +22.6% | +17.9% | +4.7% | +10.5% |
| 3Y | +125.3% | +154.9% | -29.6% | +25.8% |
| 5Y | +13.9% | +157.3% | -143.4% | -38.6% |
| 10Y | +105.3% | +373.4% | -268.0% | +28.3% |
| All | +105.3% | +369.0% | -263.7% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling