+41.2%
KEY vs SWK
-38.7%
+79.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +2.2% | -0.4% | +2.7% | +2.4% |
| 30D | -3.0% | -5.7% | +2.7% | -0.4% |
| 3M | +3.3% | +24.1% | -20.7% | -7.6% |
| 6M | +9.2% | +24.7% | -15.5% | -3.3% |
| YTD | +10.6% | +33.9% | -23.3% | -5.9% |
| 1Y | +20.4% | +34.7% | -14.3% | +1.3% |
| 3Y | +121.8% | +15.3% | +106.6% | +93.1% |
| All | +41.2% | -38.7% | +79.9% | +57.2% |
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 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