+357.0%
KGC vs SWK
+1,275.2%
-918.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | -1.3% | -0.4% | -0.8% | -1.2% |
| 30D | +20.3% | -5.7% | +26.0% | +21.1% |
| 3M | +8.1% | +24.1% | -16.0% | +5.5% |
| 6M | -8.8% | +24.7% | -33.5% | -11.0% |
| YTD | +10.1% | +33.9% | -23.9% | +6.4% |
| 1Y | +44.2% | +34.7% | +9.5% | +39.1% |
| 3Y | +533.0% | +15.3% | +517.8% | +512.1% |
| 5Y | +443.0% | -39.3% | +482.3% | +452.0% |
| 10Y | +678.6% | +2.5% | +676.1% | +626.8% |
| All | +357.0% | +1,275.2% | -918.2% | +263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling