+99.4%
SW vs KEEL
+111.0%
-11.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +2.9% | +0.5% |
| 7D | +2.2% | -12.8% | +15.0% | +2.7% |
| 30D | +7.4% | -37.4% | +44.8% | +9.5% |
| 3M | -5.9% | -43.8% | +37.9% | -3.9% |
| 6M | +9.0% | -51.9% | +60.9% | +11.2% |
| YTD | +18.1% | -18.7% | +36.8% | +16.3% |
| 1Y | +28.7% | -46.6% | +75.3% | +29.0% |
| 3Y | +48.8% | +59.2% | -10.4% | +35.1% |
| 5Y | +2.5% | -75.8% | +78.3% | -4.8% |
| All | +99.4% | +111.0% | -11.6% | +58.1% |
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