+224.5%
KEEL vs EQH
+100.2%
+124.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +2.6% |
| 7D | +2.9% | +0.7% | +2.2% | +2.1% |
| 30D | +0.8% | +2.8% | -2.0% | -2.2% |
| 3M | -35.3% | +23.1% | -58.4% | -47.4% |
| 6M | +59.4% | +41.4% | +18.0% | +12.3% |
| YTD | +51.9% | +14.3% | +37.7% | +30.8% |
| 1Y | +75.0% | +1.6% | +73.4% | +66.6% |
| 3Y | +224.5% | +102.7% | +121.8% | +88.0% |
| All | +224.5% | +100.2% | +124.3% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling