-16.4%
SWKS vs KEEL
+193.7%
-210.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.7% | +1.0% |
| 7D | +11.8% | +21.5% | -9.7% | +9.3% |
| 30D | +6.7% | -3.9% | +10.6% | +6.6% |
| 3M | 0.0% | -34.1% | +34.1% | +3.5% |
| 6M | +38.7% | +82.8% | -44.1% | +25.9% |
| YTD | +21.4% | +58.7% | -37.4% | +10.5% |
| 1Y | +2.9% | +191.4% | -188.5% | -17.9% |
| 3Y | -16.4% | +205.7% | -222.1% | -37.2% |
| All | -16.4% | +193.7% | -210.1% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling