+243.0%
EQIX vs KEY
+179.8%
+63.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.5% |
| 7D | +6.1% | -0.4% | +6.5% | +6.3% |
| 30D | +2.8% | +7.2% | -4.4% | +1.1% |
| 3M | +1.6% | -4.9% | +6.5% | +2.8% |
| 6M | -0.7% | +1.1% | -1.7% | -1.1% |
| YTD | +39.7% | +6.8% | +32.9% | +36.9% |
| 1Y | +30.6% | +23.3% | +7.3% | +23.5% |
| 3Y | +48.4% | +126.1% | -77.6% | +18.6% |
| 5Y | +46.0% | +15.2% | +30.8% | +31.2% |
| 10Y | +267.7% | +113.6% | +154.1% | +149.3% |
| All | +243.0% | +179.8% | +63.2% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling