+292.0%
EQIX vs KEY
+95.2%
+196.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | +7.6% | +1.8% | +5.8% | +7.3% |
| 30D | +5.2% | +7.1% | -1.9% | +4.3% |
| 3M | +0.8% | -5.9% | +6.7% | +1.6% |
| 6M | +0.2% | +2.2% | -2.0% | -0.1% |
| YTD | +42.2% | +6.4% | +35.7% | +40.6% |
| 1Y | +34.7% | +24.8% | +10.0% | +30.3% |
| 3Y | +49.0% | +125.2% | -76.2% | +31.8% |
| 5Y | +52.8% | +13.0% | +39.9% | +43.9% |
| All | +292.0% | +95.2% | +196.8% | +240.2% |
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