-38.5%
KEEL vs SWK
+73.5%
-111.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.5% | -5.0% |
| 7D | +18.2% | -2.0% | +20.1% | +19.1% |
| 30D | -32.1% | +24.6% | -56.7% | -38.2% |
| 3M | -44.9% | +10.8% | -55.7% | -47.2% |
| 6M | -52.1% | +46.1% | -98.2% | -60.3% |
| YTD | -17.0% | +56.8% | -73.9% | -34.0% |
| 1Y | -38.5% | +72.7% | -111.2% | -50.5% |
| All | -38.5% | +73.5% | -111.9% | -50.5% |
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