+37.0%
SWKS vs KEYS
-16.4%
+53.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +10.9% | +16.7% | -5.9% | +3.4% |
| 30D | +17.6% | -17.8% | +35.4% | +28.7% |
| 3M | +29.2% | -14.2% | +43.4% | +37.2% |
| 6M | +37.0% | -15.9% | +52.8% | +50.1% |
| All | +37.0% | -16.4% | +53.4% | +50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling