+51.6%
SW vs KEY
+113.1%
-61.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.4% |
| 7D | +12.1% | +1.7% | +10.4% | +11.2% |
| 30D | +6.6% | +6.8% | -0.2% | +3.3% |
| 3M | -6.0% | -5.8% | -0.2% | -3.5% |
| 6M | +21.5% | +1.4% | +20.0% | +20.7% |
| YTD | +20.3% | +7.5% | +12.8% | +16.1% |
| 1Y | +28.1% | +29.6% | -1.5% | +13.7% |
| All | +51.6% | +113.1% | -61.6% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling