+121.1%
KEY vs SWK
+50.4%
+70.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.1% | -11.6% | -3.9% |
| 7D | +1.7% | +17.9% | -16.2% | -5.4% |
| 30D | +6.8% | +31.9% | -25.2% | -5.3% |
| 3M | -5.8% | +16.6% | -22.4% | -12.2% |
| 6M | +1.4% | +61.1% | -59.7% | -18.5% |
| YTD | +7.5% | +64.2% | -56.7% | -15.2% |
| 1Y | +29.6% | +85.2% | -55.6% | -3.7% |
| All | +121.1% | +50.4% | +70.7% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling