+6.8%
KDP vs SWK
-38.7%
+45.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +1.3% | -0.4% | +1.7% | +1.3% |
| 30D | +6.0% | -5.7% | +11.7% | +6.7% |
| 3M | +9.2% | +24.1% | -14.9% | +6.2% |
| 6M | +14.7% | +24.7% | -10.0% | +11.2% |
| YTD | +19.2% | +33.9% | -14.7% | +14.5% |
| 1Y | +15.2% | +34.7% | -19.5% | +10.3% |
| 3Y | +6.0% | +15.3% | -9.3% | +1.7% |
| All | +6.8% | -38.7% | +45.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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