+100.1%
SW vs KEEL
+82.3%
+17.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -21.4% | +19.9% | -0.4% |
| 7D | +4.7% | -28.6% | +33.2% | +6.2% |
| 30D | +5.0% | -52.4% | +57.5% | +8.6% |
| 3M | -7.3% | -58.0% | +50.7% | -3.9% |
| 6M | +15.0% | -53.3% | +68.2% | +17.5% |
| YTD | +18.5% | -29.8% | +48.3% | +17.6% |
| 1Y | +27.1% | -59.4% | +86.5% | +29.3% |
| 3Y | +49.3% | +41.0% | +8.3% | +36.5% |
| 5Y | -1.6% | -77.3% | +75.7% | -8.1% |
| All | +100.1% | +82.3% | +17.8% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling