-0.1%
SW vs KEY
+15.2%
-15.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.6% |
| 7D | +12.1% | +1.7% | +10.4% | +11.5% |
| 30D | +6.6% | +6.8% | -0.2% | +4.5% |
| 3M | -6.0% | -5.8% | -0.2% | -4.4% |
| 6M | +21.5% | +1.4% | +20.0% | +21.0% |
| YTD | +20.3% | +7.5% | +12.8% | +17.9% |
| 1Y | +28.1% | +29.6% | -1.5% | +19.3% |
| 3Y | +51.6% | +118.8% | -67.2% | +26.2% |
| 5Y | -0.1% | +16.8% | -17.0% | -5.2% |
| All | -0.1% | +15.2% | -15.3% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling