+96.5%
KEYS vs ET
+33.4%
+63.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +3.9% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | -4.5% | +2.9% | -7.3% | -4.3% |
| 3M | -0.4% | +16.8% | -17.2% | +0.2% |
| 6M | +19.1% | +18.9% | +0.3% | +19.4% |
| YTD | +66.7% | +37.7% | +29.0% | +63.6% |
| 1Y | +96.5% | +32.4% | +64.0% | +86.8% |
| All | +96.5% | +33.4% | +63.0% | +86.8% |
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