+26.5%
SW vs KEYS
+66.4%
-39.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.3% |
| 7D | -2.6% | +6.9% | -9.5% | -3.3% |
| 30D | +7.2% | -19.1% | +26.3% | +10.2% |
| 3M | -10.5% | -11.1% | +0.6% | -9.6% |
| 6M | +9.9% | -16.6% | +26.4% | +11.9% |
| YTD | +17.2% | +50.4% | -33.2% | +8.5% |
| 1Y | +26.5% | +67.5% | -41.0% | +11.3% |
| All | +26.5% | +66.4% | -39.9% | +11.3% |
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