+931.7%
KEYS vs SWK
+90.7%
+841.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | -4.5% | +11.3% | -15.8% | -9.2% |
| 30D | -23.9% | +31.5% | -55.3% | -32.8% |
| 3M | -13.1% | +14.4% | -27.5% | -18.8% |
| 6M | -19.1% | +46.4% | -65.5% | -32.2% |
| YTD | +43.4% | +61.6% | -18.1% | +14.6% |
| 1Y | +58.8% | +78.7% | -19.9% | +21.6% |
| 3Y | +134.6% | +54.4% | +80.2% | +84.3% |
| 5Y | +58.7% | -25.3% | +84.0% | +62.2% |
| 10Y | +759.0% | +22.4% | +736.6% | +540.8% |
| All | +931.7% | +90.7% | +841.0% | +483.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling