+108.2%
KEY vs EQX
+244.1%
-135.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | -0.3% | +1.7% | -2.1% | -0.4% |
| 30D | -3.3% | +11.1% | -14.4% | -3.7% |
| 3M | -0.7% | +23.1% | -23.8% | -1.7% |
| 6M | +12.5% | -21.8% | +34.4% | +13.2% |
| YTD | +8.4% | -8.1% | +16.5% | +8.1% |
| 1Y | +18.4% | +29.7% | -11.2% | +16.3% |
| 3Y | +123.3% | +179.9% | -56.6% | +110.3% |
| 5Y | +38.8% | +82.5% | -43.7% | +29.7% |
| All | +108.2% | +244.1% | -135.9% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling