+28.1%
SW vs KEYS
+55.9%
-27.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.3% | +10.4% | +4.8% |
| 7D | +12.1% | -14.8% | +26.8% | +14.1% |
| 30D | +6.6% | -25.6% | +32.1% | +10.5% |
| 3M | -6.0% | -16.2% | +10.2% | -4.6% |
| 6M | +21.5% | -18.6% | +40.1% | +23.7% |
| YTD | +20.3% | +40.7% | -20.4% | +13.3% |
| 1Y | +28.1% | +59.6% | -31.5% | +15.4% |
| All | +28.1% | +55.9% | -27.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling