+1,018.0%
KEYS vs ETR
+296.9%
+721.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.5% | -1.8% | +5.3% | +4.1% |
| 30D | -4.5% | -1.8% | -2.7% | -3.9% |
| 3M | -0.4% | -3.6% | +3.2% | +0.6% |
| 6M | +19.1% | +2.6% | +16.5% | +17.8% |
| YTD | +66.7% | +16.0% | +50.6% | +58.6% |
| 1Y | +96.5% | +20.1% | +76.3% | +84.8% |
| 3Y | +155.2% | +143.6% | +11.6% | +87.7% |
| 5Y | +88.0% | +124.4% | -36.4% | +40.7% |
| All | +1,018.0% | +296.9% | +721.1% | +681.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling