+644.9%
KKR vs SWK
+17.8%
+627.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.6% |
| 7D | -1.1% | -2.0% | +0.8% | -0.1% |
| 30D | +11.5% | +24.6% | -13.1% | -1.1% |
| 3M | -12.4% | +10.8% | -23.1% | -17.4% |
| 6M | -1.9% | +46.1% | -48.0% | -21.0% |
| YTD | -23.3% | +56.8% | -80.2% | -41.6% |
| 1Y | -20.4% | +72.7% | -93.2% | -42.6% |
| 3Y | +56.1% | +49.9% | +6.2% | +15.3% |
| 5Y | +28.4% | -30.9% | +59.3% | +42.3% |
| All | +644.9% | +17.8% | +627.1% | +412.4% |
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