+124.1%
KEY vs EQH
+97.5%
+26.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.6% |
| 7D | -1.8% | -1.8% | 0.0% | -0.6% |
| 30D | -3.3% | +2.4% | -5.7% | -4.9% |
| 3M | -0.2% | +26.3% | -26.5% | -15.4% |
| 6M | +12.1% | +35.8% | -23.7% | -10.7% |
| YTD | +8.4% | +12.7% | -4.3% | -1.7% |
| 1Y | +17.6% | +2.5% | +15.2% | +14.1% |
| All | +124.1% | +97.5% | +26.7% | +13.5% |
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