+17.9%
SWKS vs KEYS
+92.7%
-74.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +10.4% |
| 7D | +17.5% | +0.9% | +16.6% | +17.0% |
| 30D | +23.0% | -5.3% | +28.2% | +25.1% |
| 3M | +19.5% | +0.5% | +19.0% | +19.0% |
| 6M | +54.3% | +14.0% | +40.3% | +49.0% |
| YTD | +35.3% | +60.3% | -25.0% | +12.4% |
| 1Y | +17.9% | +91.3% | -73.4% | -13.6% |
| All | +17.9% | +92.7% | -74.8% | -13.6% |
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