+106.0%
SW vs KEEL
+283.4%
-177.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +1.1% |
| 7D | -5.1% | +7.8% | -12.9% | -5.5% |
| 30D | -4.6% | -11.7% | +7.1% | -4.2% |
| 3M | +9.4% | -41.5% | +50.9% | +11.4% |
| 6M | +3.5% | +54.9% | -51.4% | -0.3% |
| YTD | +22.0% | +47.7% | -25.6% | +17.3% |
| 1Y | +2.2% | +177.6% | -175.4% | -6.5% |
| 3Y | +19.6% | +164.9% | -145.3% | +6.2% |
| 5Y | -2.3% | -45.9% | +43.5% | -12.2% |
| All | +106.0% | +283.4% | -177.4% | +59.4% |
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 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