+124.1%
KEY vs EQX
+164.6%
-40.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.3% |
| 7D | -1.8% | -7.0% | +5.2% | -1.4% |
| 30D | -3.3% | +4.8% | -8.2% | -3.6% |
| 3M | -0.2% | +25.6% | -25.8% | -1.8% |
| 6M | +12.1% | -25.8% | +38.0% | +13.5% |
| YTD | +8.4% | -12.7% | +21.1% | +8.2% |
| 1Y | +17.6% | +14.1% | +3.6% | +15.0% |
| All | +124.1% | +164.6% | -40.5% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling