+183.3%
SW vs KEYS
+784.5%
-601.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -1.1% |
| 7D | +1.8% | -3.3% | +5.2% | +2.3% |
| 30D | +7.0% | -24.5% | +31.5% | +13.3% |
| 3M | -7.6% | -15.3% | +7.6% | -5.1% |
| 6M | +8.5% | -19.8% | +28.3% | +12.4% |
| YTD | +17.7% | +42.2% | -24.6% | +5.3% |
| 1Y | +27.1% | +59.8% | -32.7% | +10.4% |
| 3Y | +48.2% | +137.0% | -88.8% | +18.0% |
| 5Y | -2.3% | +55.5% | -57.8% | -17.7% |
| 10Y | +183.3% | +755.4% | -572.1% | +87.7% |
| All | +183.3% | +784.5% | -601.2% | +87.7% |
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