+537.9%
KEYS vs EQH
+234.7%
+303.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.5% |
| 7D | +3.5% | +0.7% | +2.8% | +3.2% |
| 30D | -4.5% | +2.8% | -7.3% | -5.6% |
| 3M | -0.4% | +23.1% | -23.5% | -8.4% |
| 6M | +19.1% | +41.4% | -22.3% | +3.2% |
| YTD | +66.7% | +14.3% | +52.4% | +56.0% |
| 1Y | +96.5% | +1.6% | +94.9% | +91.8% |
| 3Y | +155.2% | +102.7% | +52.4% | +92.2% |
| 5Y | +88.0% | +104.5% | -16.6% | +39.0% |
| All | +537.9% | +234.7% | +303.2% | +275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling