-1.3%
KMB vs SWK
-26.0%
+24.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +0.1% | -2.3% | +2.4% | +0.4% |
| 30D | +10.2% | +30.4% | -20.2% | +6.4% |
| 3M | +1.5% | +12.1% | -10.7% | -0.2% |
| 6M | +16.6% | +49.1% | -32.4% | +10.8% |
| YTD | +12.1% | +60.4% | -48.4% | +5.3% |
| 1Y | +11.1% | +78.3% | -67.3% | +3.1% |
| 3Y | +1.9% | +53.3% | -51.4% | -5.6% |
| 5Y | -1.3% | -27.0% | +25.7% | -1.7% |
| All | -1.3% | -26.0% | +24.7% | -1.7% |
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