+119.4%
KEYS vs SWK
+46.0%
+73.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | -11.4% | +11.0% | -22.4% | -15.7% |
| 30D | -28.7% | +30.1% | -58.7% | -36.9% |
| 3M | -19.2% | +14.7% | -33.9% | -24.6% |
| 6M | -25.8% | +44.5% | -70.3% | -37.9% |
| YTD | +33.9% | +59.4% | -25.5% | +6.4% |
| 1Y | +47.1% | +77.5% | -30.5% | +11.2% |
| 3Y | +119.4% | +49.5% | +70.0% | +69.8% |
| All | +119.4% | +46.0% | +73.5% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling