+1,080.2%
KEYS vs ETR
+336.2%
+744.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | +4.4% | +1.4% | +3.0% | +4.0% |
| 30D | -2.2% | +1.9% | -4.1% | -2.8% |
| 3M | +0.5% | +1.0% | -0.4% | +0.1% |
| 6M | +22.4% | +4.8% | +17.5% | +20.3% |
| YTD | +64.1% | +19.5% | +44.5% | +55.0% |
| 1Y | +97.0% | +28.1% | +68.8% | +82.0% |
| 3Y | +152.0% | +151.1% | +0.9% | +85.7% |
| 5Y | +83.7% | +125.2% | -41.4% | +38.9% |
| 10Y | +997.9% | +291.1% | +706.7% | +619.0% |
| All | +1,080.2% | +336.2% | +744.1% | +636.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling