+294.5%
KEEL vs EQH
+222.4%
+72.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.1% |
| 7D | +2.9% | +0.7% | +2.2% | +2.4% |
| 30D | +0.8% | +2.8% | -2.0% | -0.9% |
| 3M | -35.3% | +23.1% | -58.4% | -42.6% |
| 6M | +59.4% | +41.4% | +18.0% | +31.3% |
| YTD | +51.9% | +14.3% | +37.7% | +39.8% |
| 1Y | +75.0% | +1.6% | +73.4% | +69.8% |
| 3Y | +224.5% | +102.7% | +121.8% | +141.3% |
| 5Y | -35.9% | +104.5% | -140.4% | -51.0% |
| All | +294.5% | +222.4% | +72.1% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling