+106.6%
KEEL vs SWK
+8.4%
+98.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.4% | +13.7% | +13.5% |
| 7D | -9.2% | +11.0% | -20.3% | -14.5% |
| 30D | -43.8% | +30.1% | -73.9% | -51.4% |
| 3M | -51.0% | +14.7% | -65.7% | -54.8% |
| 6M | -54.6% | +44.5% | -99.1% | -63.2% |
| YTD | -20.4% | +59.4% | -79.8% | -38.8% |
| 1Y | -49.3% | +77.5% | -126.8% | -63.2% |
| 3Y | +61.2% | +49.5% | +11.7% | +23.2% |
| 5Y | -74.3% | -24.9% | -49.4% | -75.6% |
| All | +106.6% | +8.4% | +98.2% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling