+155.2%
KEYS vs EQX
+168.9%
-13.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.8% |
| 7D | +3.5% | -3.2% | +6.7% | +3.9% |
| 30D | -4.5% | +7.8% | -12.2% | -5.5% |
| 3M | -0.4% | +21.3% | -21.7% | -3.3% |
| 6M | +19.1% | -22.4% | +41.6% | +21.3% |
| YTD | +66.7% | -11.3% | +78.0% | +67.4% |
| 1Y | +96.5% | +13.5% | +83.0% | +92.4% |
| 3Y | +155.2% | +162.1% | -7.0% | +127.4% |
| All | +155.2% | +168.9% | -13.8% | +127.4% |
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