+232.2%
SW vs KEYS
+875.4%
-643.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.4% | -1.8% |
| 7D | +2.3% | -11.4% | +13.7% | +4.6% |
| 30D | +6.8% | -28.7% | +35.4% | +13.7% |
| 3M | -5.2% | -19.2% | +14.0% | -1.9% |
| 6M | +7.4% | -25.8% | +33.2% | +12.6% |
| YTD | +17.4% | +33.9% | -16.5% | +7.8% |
| 1Y | +27.1% | +47.1% | -20.0% | +14.2% |
| 3Y | +47.9% | +119.4% | -71.6% | +22.9% |
| 5Y | -2.6% | +48.2% | -50.7% | -15.2% |
| 10Y | +182.7% | +755.2% | -572.5% | +106.1% |
| All | +232.2% | +875.4% | -643.2% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling