+81.5%
SWKS vs KEYS
+1,072.8%
-991.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +2.6% |
| 7D | +12.5% | +2.3% | +10.2% | +11.0% |
| 30D | +10.5% | -2.6% | +13.1% | +11.8% |
| 3M | -7.4% | -4.6% | -2.8% | -5.4% |
| 6M | +32.7% | +8.7% | +23.9% | +23.3% |
| YTD | +19.2% | +61.0% | -41.9% | -17.3% |
| 1Y | +2.4% | +96.0% | -93.6% | -38.4% |
| 3Y | -25.6% | +144.4% | -170.0% | -62.0% |
| 5Y | -53.4% | +80.5% | -133.9% | -71.3% |
| 10Y | +23.2% | +974.9% | -951.8% | -72.4% |
| All | +81.5% | +1,072.8% | -991.3% | -57.9% |
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