+60.0%
KMI vs ETHA
-30.1%
+90.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.8% |
| 7D | -1.8% | +2.9% | -4.7% | -1.9% |
| 30D | +0.1% | +31.4% | -31.3% | -0.9% |
| 3M | +1.2% | +48.9% | -47.7% | -0.5% |
| 6M | -3.9% | +20.9% | -24.8% | -4.7% |
| YTD | +17.5% | -17.2% | +34.7% | +18.6% |
| 1Y | +22.6% | -42.8% | +65.4% | +26.0% |
| All | +60.0% | -30.1% | +90.1% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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