-59.4%
KEEL vs EQX
+6.3%
-65.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | 0.0% | -21.4% | -21.4% |
| 7D | -28.6% | +10.8% | -39.4% | -32.9% |
| 30D | -52.4% | -0.9% | -51.6% | -52.5% |
| 3M | -58.0% | +9.5% | -67.5% | -60.1% |
| 6M | -53.3% | -16.8% | -36.5% | -50.2% |
| YTD | -29.8% | -19.3% | -10.5% | -26.5% |
| 1Y | -59.4% | +6.9% | -66.2% | -64.5% |
| All | -59.4% | +6.3% | -65.6% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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