-59.4%
KEEL vs EQH
+12.7%
-72.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -5.7% | -15.7% | -17.8% |
| 7D | -28.6% | -3.1% | -25.5% | -26.3% |
| 30D | -52.4% | -2.9% | -49.5% | -51.0% |
| 3M | -58.0% | +3.1% | -61.2% | -58.4% |
| 6M | -53.3% | +21.8% | -75.0% | -59.4% |
| YTD | -29.8% | +13.3% | -43.1% | -38.9% |
| 1Y | -59.4% | +20.1% | -79.5% | -65.1% |
| All | -59.4% | +12.7% | -72.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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