+147.8%
SW vs KEYS
+978.1%
-830.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.9% |
| 7D | -5.1% | +2.3% | -7.4% | -5.6% |
| 30D | -4.6% | -2.6% | -2.0% | -4.2% |
| 3M | +9.4% | -4.6% | +14.0% | +9.9% |
| 6M | +3.5% | +8.7% | -5.2% | +0.7% |
| YTD | +22.0% | +61.0% | -39.0% | +7.3% |
| 1Y | +2.2% | +96.0% | -93.8% | -14.5% |
| 3Y | +19.6% | +144.4% | -124.8% | -4.8% |
| 5Y | -2.3% | +80.5% | -82.8% | -19.3% |
| All | +147.8% | +978.1% | -830.3% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling