+759.0%
KEYS vs SWK
+26.9%
+732.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | -4.5% | +11.3% | -15.8% | -9.0% |
| 30D | -23.9% | +31.5% | -55.3% | -32.6% |
| 3M | -13.1% | +14.4% | -27.5% | -18.7% |
| 6M | -19.1% | +46.4% | -65.5% | -31.9% |
| YTD | +43.4% | +61.6% | -18.1% | +15.3% |
| 1Y | +58.8% | +78.7% | -19.9% | +22.5% |
| 3Y | +134.6% | +54.4% | +80.2% | +85.5% |
| 5Y | +58.7% | -25.3% | +84.0% | +61.6% |
| 10Y | +759.0% | +22.4% | +736.6% | +571.2% |
| All | +759.0% | +26.9% | +732.1% | +571.2% |
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 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