+312.2%
KEEL vs SWK
-11.5%
+323.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.8% | +10.3% | +8.9% |
| 7D | +21.5% | +0.1% | +21.4% | +21.2% |
| 30D | -3.9% | -8.9% | +5.1% | +0.7% |
| 3M | -34.1% | +20.5% | -54.6% | -40.9% |
| 6M | +82.8% | +27.1% | +55.7% | +59.3% |
| YTD | +58.7% | +30.2% | +28.5% | +36.3% |
| 1Y | +191.4% | +24.8% | +166.6% | +153.7% |
| 3Y | +205.7% | +16.3% | +189.4% | +166.9% |
| 5Y | -37.0% | -40.1% | +3.1% | -32.9% |
| All | +312.2% | -11.5% | +323.6% | +427.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling