-2.3%
SW vs KEYS
+59.1%
-61.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | -2.9% | +9.4% | -12.3% | -5.4% |
| 30D | +5.0% | -16.8% | +21.8% | +9.9% |
| 3M | -13.7% | -15.9% | +2.2% | -10.4% |
| 6M | +8.0% | -17.6% | +25.6% | +12.1% |
| YTD | +14.0% | +46.5% | -32.5% | -4.3% |
| 1Y | +25.6% | +66.9% | -41.3% | +0.3% |
| 3Y | +40.1% | +141.4% | -101.3% | -1.7% |
| All | -2.3% | +59.1% | -61.4% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling