+19.0%
SWKS vs KEEL
+309.9%
-291.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.6% |
| 7D | +6.8% | +19.3% | -12.5% | +5.2% |
| 30D | +11.3% | +9.1% | +2.1% | +10.1% |
| 3M | +4.1% | -31.5% | +35.6% | +6.3% |
| 6M | +39.7% | +75.8% | -36.2% | +30.7% |
| YTD | +23.2% | +57.9% | -34.7% | +15.3% |
| 1Y | +5.3% | +133.3% | -128.1% | -6.7% |
| 3Y | -15.1% | +204.1% | -219.2% | -30.3% |
| 5Y | -50.3% | -37.5% | -12.8% | -58.2% |
| All | +19.0% | +309.9% | -291.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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