+105.5%
KEEL vs SWK
+6.9%
+98.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | -0.5% | -1.4% | +0.8% | +0.2% |
| 30D | -27.1% | +25.5% | -52.5% | -35.6% |
| 3M | -43.8% | +11.8% | -55.6% | -47.4% |
| 6M | -55.2% | +48.7% | -103.9% | -64.1% |
| YTD | -20.9% | +57.2% | -78.0% | -38.7% |
| 1Y | -28.5% | +75.3% | -103.7% | -47.8% |
| 3Y | +66.1% | +51.9% | +14.1% | +26.1% |
| 5Y | -78.3% | -30.7% | -47.6% | -79.0% |
| All | +105.5% | +6.9% | +98.6% | +136.9% |
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