+32.1%
SWKS vs KEY
+120.9%
-88.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -6.2% | -1.3% | -4.9% | -5.7% |
| 30D | -1.5% | +5.1% | -6.6% | -3.6% |
| 3M | +23.0% | -7.1% | +30.1% | +26.5% |
| 6M | +27.6% | -4.4% | +32.0% | +29.5% |
| YTD | +32.3% | +4.0% | +28.3% | +29.6% |
| 1Y | +20.1% | +23.4% | -3.3% | +9.6% |
| 3Y | +0.6% | +113.9% | -113.3% | -27.0% |
| 5Y | -42.3% | +12.3% | -54.6% | -48.6% |
| All | +32.1% | +120.9% | -88.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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