+15.0%
SWKS vs KEEL
+283.4%
-268.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.2% |
| 7D | +12.5% | +7.8% | +4.7% | +11.8% |
| 30D | +10.5% | -11.7% | +22.2% | +11.2% |
| 3M | -7.4% | -41.5% | +34.1% | -4.2% |
| 6M | +32.7% | +54.9% | -22.2% | +25.5% |
| YTD | +19.2% | +47.7% | -28.5% | +12.1% |
| 1Y | +2.4% | +177.6% | -175.2% | -10.8% |
| 3Y | -25.6% | +164.9% | -190.5% | -38.2% |
| 5Y | -53.4% | -45.9% | -7.6% | -60.4% |
| All | +15.0% | +283.4% | -268.4% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling