-50.3%
SWKS vs KEYS
+81.9%
-132.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +2.0% |
| 7D | +6.8% | +2.9% | +3.9% | +4.9% |
| 30D | +11.3% | -1.3% | +12.6% | +11.6% |
| 3M | +4.1% | -0.1% | +4.2% | +3.0% |
| 6M | +39.7% | +17.4% | +22.3% | +23.7% |
| YTD | +23.2% | +62.9% | -39.7% | -16.6% |
| 1Y | +5.3% | +95.7% | -90.5% | -38.5% |
| 3Y | -15.1% | +150.2% | -165.3% | -60.2% |
| All | -50.3% | +81.9% | -132.2% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling