+120.8%
SWKS vs KEYS
+990.4%
-869.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.0% |
| 7D | +10.9% | +16.7% | -5.9% | +0.5% |
| 30D | +17.6% | -17.8% | +35.4% | +31.1% |
| 3M | +29.2% | -14.2% | +43.4% | +39.0% |
| 6M | +37.0% | -15.9% | +52.8% | +48.6% |
| YTD | +44.9% | +49.7% | -4.8% | +3.3% |
| 1Y | +33.8% | +65.3% | -31.5% | -11.4% |
| 3Y | +10.2% | +144.9% | -134.6% | -45.0% |
| 5Y | -37.0% | +63.0% | -100.0% | -59.3% |
| 10Y | +50.0% | +780.0% | -730.0% | -63.2% |
| All | +120.8% | +990.4% | -869.7% | -47.4% |
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