+41.7%
EQIX vs KEY
+106.2%
-64.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.6% |
| 7D | -0.1% | -1.3% | +1.2% | +0.2% |
| 30D | -1.8% | +5.1% | -7.0% | -2.7% |
| 3M | -3.4% | -7.1% | +3.8% | -2.1% |
| 6M | -6.0% | -4.4% | -1.6% | -5.3% |
| YTD | +34.2% | +4.0% | +30.2% | +32.5% |
| 1Y | +26.2% | +23.4% | +2.8% | +20.3% |
| 3Y | +41.7% | +113.9% | -72.2% | +18.5% |
| All | +41.7% | +106.2% | -64.6% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling