-25.2%
SWKS vs KEY
+122.6%
-147.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.4% |
| 7D | +12.5% | +2.2% | +10.3% | +11.3% |
| 30D | +10.5% | -3.0% | +13.5% | +12.1% |
| 3M | -7.4% | +3.3% | -10.7% | -9.0% |
| 6M | +32.7% | +9.2% | +23.5% | +26.5% |
| YTD | +19.2% | +10.6% | +8.5% | +12.7% |
| 1Y | +2.4% | +20.4% | -18.0% | -7.5% |
| All | -25.2% | +122.6% | -147.9% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling