+285.1%
EQIX vs KEY
+96.4%
+188.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +4.1% | +2.9% | +1.1% | +3.7% |
| 30D | +5.8% | +8.4% | -2.6% | +4.7% |
| 3M | -1.4% | -5.8% | +4.4% | -0.6% |
| 6M | -1.2% | +5.4% | -6.7% | -2.0% |
| YTD | +39.6% | +7.1% | +32.6% | +38.0% |
| 1Y | +36.8% | +26.8% | +10.0% | +32.0% |
| 3Y | +47.3% | +128.7% | -81.4% | +30.0% |
| 5Y | +50.1% | +13.6% | +36.5% | +41.2% |
| All | +285.1% | +96.4% | +188.6% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling