+47.9%
SW vs KEEL
+54.5%
-6.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +13.3% | -14.3% | -1.9% |
| 7D | +2.3% | -9.2% | +11.5% | +2.6% |
| 30D | +6.8% | -43.8% | +50.6% | +10.7% |
| 3M | -5.2% | -51.0% | +45.9% | -1.2% |
| 6M | +7.4% | -54.6% | +62.0% | +11.1% |
| YTD | +17.4% | -20.4% | +37.8% | +14.0% |
| 1Y | +27.1% | -49.3% | +76.4% | +27.6% |
| 3Y | +47.9% | +61.2% | -13.3% | +22.4% |
| All | +47.9% | +54.5% | -6.7% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling