+34.5%
KRE vs ETHA
-27.9%
+62.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.3% |
| 7D | -1.8% | +3.5% | -5.3% | -2.3% |
| 30D | -4.5% | +35.3% | -39.8% | -8.5% |
| 3M | +2.7% | +50.9% | -48.1% | -3.4% |
| 6M | +16.9% | +22.1% | -5.3% | +12.8% |
| YTD | +15.4% | -14.6% | +29.9% | +16.4% |
| 1Y | +16.1% | -42.8% | +58.9% | +24.2% |
| All | +34.5% | -27.9% | +62.4% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling