-53.0%
SWKS vs KEY
+40.7%
-93.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.4% |
| 7D | +12.5% | +2.2% | +10.3% | +11.5% |
| 30D | +10.5% | -3.0% | +13.5% | +11.8% |
| 3M | -7.4% | +3.3% | -10.7% | -8.7% |
| 6M | +32.7% | +9.2% | +23.5% | +27.7% |
| YTD | +19.2% | +10.6% | +8.5% | +14.0% |
| 1Y | +2.4% | +20.4% | -18.0% | -5.6% |
| 3Y | -25.6% | +121.8% | -147.5% | -45.9% |
| All | -53.0% | +40.7% | -93.7% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling