+120.6%
SWKS vs KEYS
+967.0%
-846.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.2% |
| 7D | +9.4% | +9.4% | 0.0% | +3.3% |
| 30D | +17.0% | -16.8% | +33.7% | +29.3% |
| 3M | +28.9% | -15.9% | +44.8% | +40.4% |
| 6M | +33.1% | -17.6% | +50.7% | +46.2% |
| YTD | +44.8% | +46.5% | -1.7% | +4.5% |
| 1Y | +36.2% | +66.9% | -30.7% | -10.5% |
| 3Y | +11.5% | +141.4% | -129.9% | -43.9% |
| 5Y | -37.1% | +59.5% | -96.6% | -58.8% |
| 10Y | +49.9% | +761.1% | -711.2% | -62.7% |
| All | +120.6% | +967.0% | -846.4% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling