-45.3%
KEEL vs SWK
+87.6%
-132.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +13.1% | -17.2% | -8.6% |
| 7D | -13.6% | +17.9% | -31.5% | -19.6% |
| 30D | -39.1% | +31.9% | -71.1% | -46.6% |
| 3M | -48.9% | +16.6% | -65.5% | -52.4% |
| 6M | -35.4% | +61.1% | -96.5% | -49.9% |
| YTD | -10.6% | +64.2% | -74.8% | -33.1% |
| 1Y | -45.3% | +85.2% | -130.5% | -61.4% |
| All | -45.3% | +87.6% | -132.9% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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