+97.9%
SW vs KEEL
+128.7%
-30.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.4% | -9.1% | -1.2% |
| 7D | -2.6% | -1.4% | -1.1% | -2.7% |
| 30D | +7.2% | -29.8% | +37.0% | +8.6% |
| 3M | -10.5% | -37.1% | +26.6% | -9.1% |
| 6M | +9.9% | -51.9% | +61.7% | +12.2% |
| YTD | +17.2% | -11.9% | +29.2% | +15.0% |
| 1Y | +26.5% | -38.6% | +65.1% | +25.9% |
| 3Y | +47.7% | +72.5% | -24.8% | +33.5% |
| 5Y | +0.2% | -74.4% | +74.6% | -7.3% |
| All | +97.9% | +128.7% | -30.8% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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