+97.0%
KEYS vs SWK
+23.5%
+73.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +3.5% |
| 7D | +4.4% | -0.7% | +5.2% | +4.7% |
| 30D | -2.2% | -9.7% | +7.5% | +2.3% |
| 3M | +0.5% | +19.5% | -18.9% | -8.2% |
| 6M | +22.4% | +26.0% | -3.6% | +7.9% |
| YTD | +64.1% | +29.1% | +35.0% | +42.6% |
| 1Y | +97.0% | +23.7% | +73.3% | +69.9% |
| All | +97.0% | +23.5% | +73.4% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling