+109.3%
KEY vs EQX
+232.0%
-122.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -1.5% | -3.2% | +1.7% | -1.4% |
| 30D | -3.7% | +7.8% | -11.4% | -4.0% |
| 3M | -1.3% | +21.3% | -22.6% | -2.2% |
| 6M | +13.3% | -22.4% | +35.7% | +14.0% |
| YTD | +9.0% | -11.3% | +20.3% | +8.8% |
| 1Y | +18.7% | +13.5% | +5.2% | +17.2% |
| 3Y | +125.3% | +162.1% | -36.9% | +112.6% |
| 5Y | +40.2% | +84.2% | -44.0% | +31.0% |
| All | +109.3% | +232.0% | -122.8% | +120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling