+743.1%
SW vs KEY
+220.0%
+523.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +4.0% |
| 7D | +12.1% | +1.7% | +10.4% | +11.9% |
| 30D | +6.6% | +6.8% | -0.2% | +6.1% |
| 3M | -6.0% | -5.8% | -0.2% | -5.7% |
| 6M | +21.5% | +1.4% | +20.0% | +21.4% |
| YTD | +20.3% | +7.5% | +12.8% | +19.8% |
| 1Y | +28.1% | +29.6% | -1.5% | +26.3% |
| 3Y | +51.6% | +118.8% | -67.2% | +46.1% |
| 5Y | -0.1% | +16.8% | -17.0% | -2.5% |
| 10Y | +189.7% | +133.0% | +56.7% | +178.3% |
| All | +743.1% | +220.0% | +523.1% | +740.3% |
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