+298.7%
KGC vs SWK
-23.3%
+322.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.2% |
| 7D | +11.1% | +10.7% | +0.5% | +9.0% |
| 30D | -3.7% | +33.3% | -37.1% | -8.8% |
| 3M | -17.2% | +14.7% | -31.9% | -19.4% |
| 6M | -27.3% | +48.5% | -75.8% | -32.2% |
| YTD | -18.5% | +63.9% | -82.4% | -25.4% |
| 1Y | -5.7% | +80.4% | -86.1% | -14.8% |
| 3Y | +336.5% | +58.1% | +278.3% | +294.4% |
| 5Y | +298.7% | -24.5% | +323.2% | +259.7% |
| All | +298.7% | -23.3% | +322.0% | +259.7% |
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