+92.4%
SW vs KEEL
+105.5%
-13.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.7% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +5.0% | -27.1% | +32.1% | +6.2% |
| 3M | -13.7% | -43.8% | +30.1% | -11.8% |
| 6M | +8.0% | -55.2% | +63.2% | +10.7% |
| YTD | +14.0% | -20.9% | +34.8% | +12.3% |
| 1Y | +25.6% | -28.5% | +54.1% | +24.1% |
| 3Y | +40.1% | +66.1% | -25.9% | +27.1% |
| 5Y | -2.6% | -78.3% | +75.7% | -9.2% |
| All | +92.4% | +105.5% | -13.1% | +52.7% |
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