+90.1%
KEYS vs ETR
+122.3%
-32.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.5% | -1.8% | +5.3% | +4.0% |
| 30D | -4.5% | -1.8% | -2.7% | -4.0% |
| 3M | -0.4% | -3.6% | +3.2% | +0.4% |
| 6M | +19.1% | +2.6% | +16.5% | +18.1% |
| YTD | +66.7% | +16.0% | +50.6% | +60.4% |
| 1Y | +96.5% | +20.1% | +76.3% | +87.5% |
| 3Y | +155.2% | +143.6% | +11.6% | +102.8% |
| All | +90.1% | +122.3% | -32.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling