+37.8%
EQIX vs KEYS
+98.0%
-60.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | -0.8% | +2.3% | -3.1% | -1.1% |
| 30D | -1.4% | -2.6% | +1.2% | -1.2% |
| 3M | -4.4% | -4.6% | +0.2% | -4.3% |
| 6M | +7.9% | +8.7% | -0.8% | +6.8% |
| YTD | +37.3% | +61.0% | -23.8% | +30.4% |
| 1Y | +37.8% | +96.0% | -58.2% | +24.4% |
| All | +37.8% | +98.0% | -60.2% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling