+976.3%
KEYS vs SWK
+3.3%
+973.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | -2.6% | -5.7% | +3.1% | -0.3% |
| 3M | -4.6% | +24.1% | -28.7% | -13.1% |
| 6M | +8.7% | +24.7% | -16.0% | -1.5% |
| YTD | +61.0% | +33.9% | +27.1% | +41.2% |
| 1Y | +96.0% | +34.7% | +61.3% | +70.7% |
| 3Y | +144.4% | +15.3% | +129.1% | +119.1% |
| 5Y | +80.5% | -39.3% | +119.8% | +101.9% |
| All | +976.3% | +3.3% | +973.1% | +795.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling