+63.0%
KEYS vs SWK
-28.9%
+91.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.4% |
| 7D | +16.7% | -2.0% | +18.7% | +17.6% |
| 30D | -17.8% | +24.6% | -42.4% | -25.5% |
| 3M | -14.2% | +10.8% | -25.0% | -18.5% |
| 6M | -15.9% | +46.1% | -61.9% | -29.0% |
| YTD | +49.7% | +56.8% | -7.1% | +21.8% |
| 1Y | +65.3% | +72.7% | -7.4% | +29.3% |
| 3Y | +144.9% | +49.9% | +95.0% | +95.6% |
| 5Y | +63.0% | -30.9% | +93.9% | +71.9% |
| All | +63.0% | -28.9% | +91.9% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling