+725.7%
SW vs KEY
+223.5%
+502.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.7% | -3.3% |
| 7D | -2.6% | +2.7% | -5.3% | -2.7% |
| 30D | -7.5% | -3.2% | -4.3% | -7.3% |
| 3M | +10.3% | +1.0% | +9.3% | +10.3% |
| 6M | +5.4% | +11.9% | -6.4% | +4.8% |
| YTD | +17.9% | +8.7% | +9.1% | +17.3% |
| 1Y | -2.4% | +18.5% | -20.9% | -3.3% |
| 3Y | +28.7% | +124.0% | -95.2% | +23.8% |
| 5Y | -5.7% | +40.8% | -46.5% | -8.3% |
| 10Y | +139.3% | +167.0% | -27.7% | +129.7% |
| All | +725.7% | +223.5% | +502.2% | +722.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling