+96.0%
KEYS vs ET
+31.4%
+64.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +2.3% | +0.9% | +1.4% | +2.3% |
| 30D | -2.6% | +7.5% | -10.1% | -2.2% |
| 3M | -4.6% | +11.4% | -16.0% | -3.7% |
| 6M | +8.7% | +18.5% | -9.8% | +9.1% |
| YTD | +61.0% | +37.4% | +23.7% | +58.4% |
| 1Y | +96.0% | +30.9% | +65.1% | +88.3% |
| All | +96.0% | +31.4% | +64.6% | +88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling