+1,098.7%
KEYS vs ET
+93.2%
+1,005.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -4.5% | +2.9% | -7.3% | -5.0% |
| 3M | -0.4% | +16.8% | -17.2% | -3.3% |
| 6M | +19.1% | +18.9% | +0.3% | +15.2% |
| YTD | +66.7% | +37.7% | +29.0% | +56.8% |
| 1Y | +96.5% | +32.4% | +64.0% | +86.1% |
| 3Y | +155.2% | +99.5% | +55.7% | +125.3% |
| 5Y | +88.0% | +244.0% | -156.0% | +51.0% |
| 10Y | +1,046.8% | +172.1% | +874.7% | +808.1% |
| All | +1,098.7% | +93.2% | +1,005.5% | +828.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling