+283.4%
KEEL vs SWK
-8.9%
+292.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.1% |
| 7D | +7.8% | -0.4% | +8.2% | +8.0% |
| 30D | -11.7% | -5.7% | -6.0% | -9.0% |
| 3M | -41.5% | +24.1% | -65.6% | -48.2% |
| 6M | +54.9% | +24.7% | +30.2% | +36.6% |
| YTD | +47.7% | +33.9% | +13.7% | +25.2% |
| 1Y | +177.6% | +34.7% | +142.9% | +132.7% |
| 3Y | +164.9% | +15.3% | +149.6% | +132.4% |
| 5Y | -45.9% | -39.3% | -6.6% | -42.9% |
| All | +283.4% | -8.9% | +292.3% | +383.9% |
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 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