+278.5%
KGC vs SWK
-25.4%
+304.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.3% |
| 7D | 0.0% | +11.3% | -11.3% | -2.0% |
| 30D | -9.3% | +28.1% | -37.4% | -13.4% |
| 3M | -15.9% | +12.6% | -28.5% | -17.8% |
| 6M | -24.9% | +51.7% | -76.6% | -30.1% |
| YTD | -23.0% | +60.0% | -83.0% | -29.2% |
| 1Y | -9.9% | +72.7% | -82.6% | -18.1% |
| 3Y | +301.2% | +46.3% | +254.9% | +268.0% |
| 5Y | +278.5% | -24.6% | +303.2% | +240.6% |
| All | +278.5% | -25.4% | +304.0% | +240.6% |
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