+47.1%
EQT vs KEYS
+1,049.9%
-1,002.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.8% |
| 7D | -2.0% | +3.5% | -5.5% | -3.0% |
| 30D | 0.0% | -4.5% | +4.5% | +1.1% |
| 3M | +5.9% | -0.4% | +6.3% | +4.9% |
| 6M | -14.8% | +19.1% | -33.9% | -20.8% |
| YTD | +1.8% | +66.7% | -64.9% | -16.7% |
| 1Y | +7.4% | +96.5% | -89.1% | -17.5% |
| 3Y | +33.6% | +155.2% | -121.5% | -8.9% |
| 5Y | +199.3% | +88.0% | +111.3% | +120.8% |
| All | +47.1% | +1,049.9% | -1,002.8% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling