+23.4%
KEY vs SWK
+71.2%
-47.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -1.3% | +11.0% | -12.3% | -4.5% |
| 30D | +5.1% | +30.1% | -24.9% | -3.3% |
| 3M | -7.1% | +14.7% | -21.8% | -11.2% |
| 6M | -4.4% | +44.5% | -48.9% | -15.7% |
| YTD | +4.0% | +59.4% | -55.4% | -11.7% |
| 1Y | +23.4% | +77.5% | -54.1% | -0.2% |
| All | +23.4% | +71.2% | -47.8% | -0.2% |
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