+29.7%
EQIX vs KEYS
+55.9%
-26.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.3% | +10.2% | +4.8% |
| 7D | +4.6% | -14.8% | +19.4% | +7.0% |
| 30D | +3.0% | -25.6% | +28.6% | +7.2% |
| 3M | +0.7% | -16.2% | +17.0% | +3.2% |
| 6M | -1.7% | -18.6% | +16.9% | +0.5% |
| YTD | +39.7% | +40.7% | -1.0% | +38.7% |
| 1Y | +29.7% | +59.6% | -29.9% | +27.8% |
| All | +29.7% | +55.9% | -26.2% | +27.8% |
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