+189.7%
SW vs KEY
+134.2%
+55.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.8% |
| 7D | +12.1% | +1.7% | +10.4% | +11.7% |
| 30D | +6.6% | +6.8% | -0.2% | +5.3% |
| 3M | -6.0% | -5.8% | -0.2% | -5.0% |
| 6M | +21.5% | +1.4% | +20.0% | +21.2% |
| YTD | +20.3% | +7.5% | +12.8% | +18.8% |
| 1Y | +28.1% | +29.6% | -1.5% | +22.5% |
| 3Y | +51.6% | +118.8% | -67.2% | +34.6% |
| 5Y | -0.1% | +16.8% | -17.0% | -6.3% |
| 10Y | +189.7% | +133.0% | +56.7% | +160.8% |
| All | +189.7% | +134.2% | +55.5% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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