+96.5%
KEYS vs ETR
+21.8%
+74.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.5% | -1.8% | +5.3% | +4.2% |
| 30D | -4.5% | -1.8% | -2.7% | -3.8% |
| 3M | -0.4% | -3.6% | +3.2% | +0.5% |
| 6M | +19.1% | +2.6% | +16.5% | +17.0% |
| YTD | +66.7% | +16.0% | +50.6% | +57.1% |
| 1Y | +96.5% | +20.1% | +76.3% | +85.1% |
| All | +96.5% | +21.8% | +74.7% | +85.1% |
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 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