+18.9%
SWKS vs KEYS
+55.9%
-37.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.4% | -0.9% |
| 7D | -4.9% | -14.8% | +9.9% | -0.1% |
| 30D | -1.2% | -25.6% | +24.4% | +8.4% |
| 3M | +24.2% | -16.2% | +40.4% | +30.2% |
| 6M | +21.5% | -18.6% | +40.1% | +28.0% |
| YTD | +33.5% | +40.7% | -7.2% | +21.8% |
| 1Y | +18.9% | +59.6% | -40.7% | +2.5% |
| All | +18.9% | +55.9% | -37.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling