+60.5%
SWKS vs KEYS
+1,049.9%
-989.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.2% | +2.5% |
| 7D | +19.4% | +3.5% | +15.9% | +16.6% |
| 30D | +26.8% | -4.5% | +31.3% | +29.9% |
| 3M | +21.5% | -0.4% | +21.9% | +20.4% |
| 6M | +61.0% | +19.1% | +41.9% | +40.6% |
| YTD | +42.2% | +66.7% | -24.4% | -5.1% |
| 1Y | +22.1% | +96.5% | -74.3% | -28.1% |
| 3Y | -0.9% | +155.2% | -156.0% | -52.5% |
| 5Y | -42.6% | +88.0% | -130.6% | -66.4% |
| All | +60.5% | +1,049.9% | -989.4% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling