+97.0%
KEYS vs SWK
+24.6%
+72.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +3.2% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | -2.2% | -8.9% | +6.7% | +1.9% |
| 3M | +0.5% | +20.5% | -19.9% | -8.5% |
| 6M | +22.4% | +27.1% | -4.7% | +7.5% |
| YTD | +64.1% | +30.2% | +33.9% | +42.1% |
| 1Y | +97.0% | +24.8% | +72.2% | +69.3% |
| All | +97.0% | +24.6% | +72.3% | +69.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling