+59.6%
KEYS vs ETR
+18.4%
+41.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.7% | -9.0% | -7.1% |
| 7D | -14.8% | +3.7% | -18.5% | -15.8% |
| 30D | -25.6% | +11.0% | -36.6% | -28.4% |
| 3M | -16.2% | +3.4% | -19.6% | -17.1% |
| 6M | -18.6% | -3.3% | -15.3% | -17.9% |
| YTD | +40.7% | +23.3% | +17.4% | +27.9% |
| 1Y | +59.6% | +19.2% | +40.4% | +47.3% |
| All | +59.6% | +18.4% | +41.2% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling