+16.9%
KMB vs SWK
+2.4%
+14.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -3.0% | -0.4% | -2.6% | -3.0% |
| 30D | -5.5% | -5.7% | +0.2% | -4.7% |
| 3M | +14.0% | +24.1% | -10.1% | +10.3% |
| 6M | +4.1% | +24.7% | -20.6% | +0.5% |
| YTD | +8.0% | +33.9% | -25.9% | +3.1% |
| 1Y | -13.7% | +34.7% | -48.4% | -17.9% |
| 3Y | -5.9% | +15.3% | -21.2% | -10.3% |
| 5Y | -8.6% | -39.3% | +30.7% | -5.3% |
| All | +16.9% | +2.4% | +14.5% | +6.5% |
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