+96.0%
KEYS vs EQH
+2.5%
+93.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +2.3% | +5.5% | -3.2% | +1.0% |
| 30D | -2.6% | +3.2% | -5.9% | -3.4% |
| 3M | -4.6% | +32.5% | -37.2% | -11.7% |
| 6M | +8.7% | +33.7% | -25.0% | -0.2% |
| YTD | +61.0% | +13.4% | +47.6% | +54.8% |
| 1Y | +96.0% | +0.6% | +95.4% | +94.9% |
| All | +96.0% | +2.5% | +93.5% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling