-41.3%
KEEL vs SWK
-38.7%
-2.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.0% |
| 7D | +7.8% | -0.4% | +8.2% | +8.1% |
| 30D | -11.7% | -5.7% | -6.0% | -8.0% |
| 3M | -41.5% | +24.1% | -65.6% | -50.7% |
| 6M | +54.9% | +24.7% | +30.2% | +29.4% |
| YTD | +47.7% | +33.9% | +13.7% | +16.4% |
| 1Y | +177.6% | +34.7% | +142.9% | +114.7% |
| 3Y | +164.9% | +15.3% | +149.6% | +114.7% |
| All | -41.3% | -38.7% | -2.6% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling