+1,078.2%
KEY vs SWK
+1,275.2%
-197.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +2.2% | -0.4% | +2.7% | +2.5% |
| 30D | -3.0% | -5.7% | +2.7% | +0.1% |
| 3M | +3.3% | +24.1% | -20.7% | -9.4% |
| 6M | +9.2% | +24.7% | -15.5% | -5.5% |
| YTD | +10.6% | +33.9% | -23.3% | -8.5% |
| 1Y | +20.4% | +34.7% | -14.3% | -1.8% |
| 3Y | +121.8% | +15.3% | +106.6% | +88.4% |
| 5Y | +41.1% | -39.3% | +80.4% | +65.6% |
| 10Y | +168.5% | +2.5% | +166.0% | +130.7% |
| All | +1,078.2% | +1,275.2% | -197.0% | +243.8% |
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