+39.5%
KEY vs EQH
+94.3%
-54.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.8% |
| 7D | -1.8% | -1.8% | 0.0% | -0.4% |
| 30D | -3.3% | +2.4% | -5.7% | -5.3% |
| 3M | -0.2% | +26.3% | -26.5% | -18.1% |
| 6M | +12.1% | +35.8% | -23.7% | -14.6% |
| YTD | +8.4% | +12.7% | -4.3% | -4.3% |
| 1Y | +17.6% | +2.5% | +15.2% | +11.7% |
| 3Y | +123.3% | +98.6% | +24.7% | +10.6% |
| 5Y | +39.5% | +101.7% | -62.2% | -33.2% |
| All | +39.5% | +94.3% | -54.8% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling