+28.2%
SW vs KEYS
+57.8%
-29.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -0.4% |
| 7D | +1.8% | -3.3% | +5.2% | +2.1% |
| 30D | +7.0% | -24.5% | +31.5% | +10.9% |
| 3M | -7.6% | -15.3% | +7.6% | -6.3% |
| 6M | +8.5% | -19.8% | +28.3% | +10.9% |
| YTD | +17.7% | +42.2% | -24.6% | +9.7% |
| All | +28.2% | +57.8% | -29.6% | +14.3% |
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