+39.8%
SWKS vs KEEL
+105.5%
-65.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.3% |
| 7D | +9.4% | -0.5% | +10.0% | +9.4% |
| 30D | +17.0% | -27.1% | +44.0% | +19.4% |
| 3M | +28.9% | -43.8% | +72.7% | +33.7% |
| 6M | +33.1% | -55.2% | +88.3% | +39.4% |
| YTD | +44.8% | -20.9% | +65.6% | +42.3% |
| 1Y | +36.2% | -28.5% | +64.7% | +34.4% |
| 3Y | +11.5% | +66.1% | -54.6% | -4.1% |
| 5Y | -37.1% | -78.3% | +41.3% | -43.4% |
| All | +39.8% | +105.5% | -65.7% | +10.6% |
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