+527.8%
KGC vs SWK
+29.6%
+498.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | +10.5% | +11.0% | -0.5% | +8.9% |
| 30D | -4.1% | +30.1% | -34.1% | -7.5% |
| 3M | -13.1% | +14.7% | -27.7% | -14.7% |
| 6M | -27.5% | +44.5% | -72.0% | -31.0% |
| YTD | -20.7% | +59.4% | -80.1% | -25.5% |
| 1Y | -6.1% | +77.5% | -83.6% | -12.8% |
| 3Y | +318.6% | +49.5% | +269.1% | +290.5% |
| 5Y | +289.9% | -24.9% | +314.8% | +278.6% |
| All | +527.8% | +29.6% | +498.2% | +544.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling