-38.6%
KEEL vs SWK
+76.3%
-114.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.7% | +9.1% | +8.6% |
| 7D | -1.4% | -2.3% | +0.9% | -0.4% |
| 30D | -29.8% | +30.4% | -60.3% | -37.4% |
| 3M | -37.1% | +12.1% | -49.2% | -40.0% |
| 6M | -51.9% | +49.1% | -100.9% | -60.3% |
| YTD | -11.9% | +60.4% | -72.4% | -30.4% |
| 1Y | -38.6% | +78.3% | -116.9% | -50.8% |
| All | -38.6% | +76.3% | -114.9% | -50.8% |
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