+1,037.3%
KEY vs ETR
+4,602.4%
-3,565.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.2% |
| 7D | -0.4% | +1.7% | -2.1% | -1.1% |
| 30D | +7.2% | +8.7% | -1.5% | +3.3% |
| 3M | -4.9% | +4.9% | -9.8% | -7.0% |
| 6M | +1.1% | +0.8% | +0.3% | +0.4% |
| YTD | +6.8% | +23.1% | -16.3% | -3.6% |
| 1Y | +23.3% | +17.9% | +5.4% | +13.3% |
| 3Y | +126.1% | +154.5% | -28.5% | +44.1% |
| 5Y | +15.2% | +160.3% | -145.1% | -28.3% |
| 10Y | +113.6% | +366.9% | -253.4% | +4.9% |
| All | +1,037.3% | +4,602.4% | -3,565.1% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling