+18.7%
KEY vs EQH
+3.9%
+14.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | -1.5% | +0.7% | -2.3% | -1.8% |
| 30D | -3.7% | +2.8% | -6.5% | -4.7% |
| 3M | -1.3% | +23.1% | -24.3% | -9.2% |
| 6M | +13.3% | +41.4% | -28.1% | -2.4% |
| YTD | +9.0% | +14.3% | -5.3% | +3.3% |
| 1Y | +18.7% | +1.6% | +17.1% | +16.4% |
| All | +18.7% | +3.9% | +14.8% | +16.4% |
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