+596.0%
EQIX vs KEYS
+1,113.8%
-517.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.2% |
| 7D | +0.2% | +3.5% | -3.3% | -0.9% |
| 30D | -2.5% | -4.5% | +2.0% | -1.3% |
| 3M | 0.0% | -0.4% | +0.4% | -0.7% |
| 6M | +7.6% | +19.1% | -11.5% | +0.9% |
| YTD | +37.5% | +66.7% | -29.2% | +14.6% |
| 1Y | +32.9% | +96.5% | -63.6% | +4.4% |
| 3Y | +42.8% | +155.2% | -112.4% | +0.2% |
| 5Y | +35.8% | +88.0% | -52.2% | +3.7% |
| 10Y | +247.0% | +1,046.8% | -799.8% | +65.3% |
| All | +596.0% | +1,113.8% | -517.7% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling