+41.2%
KEY vs ETR
+127.8%
-86.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +2.2% | +1.4% | +0.8% | +1.7% |
| 30D | -3.0% | +1.0% | -4.0% | -3.4% |
| 3M | +3.3% | -1.3% | +4.6% | +3.7% |
| 6M | +9.2% | +1.9% | +7.3% | +7.9% |
| YTD | +10.6% | +18.2% | -7.5% | +2.8% |
| 1Y | +20.4% | +24.7% | -4.3% | +9.2% |
| 3Y | +121.8% | +150.7% | -28.8% | +45.1% |
| All | +41.2% | +127.8% | -86.6% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling