+1,851.2%
KMB vs SWK
+1,585.9%
+265.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +13.1% | -9.0% | +1.6% |
| 7D | +0.4% | +17.9% | -17.5% | -2.9% |
| 30D | +14.0% | +31.9% | -17.9% | +8.0% |
| 3M | -1.3% | +16.6% | -17.9% | -4.3% |
| 6M | +16.7% | +61.1% | -44.4% | +6.1% |
| YTD | +12.0% | +64.2% | -52.2% | +1.0% |
| 1Y | +13.6% | +85.2% | -71.6% | 0.0% |
| 3Y | +3.1% | +50.2% | -47.1% | -8.3% |
| 5Y | +0.8% | -22.8% | +23.6% | -0.2% |
| 10Y | +38.4% | +35.8% | +2.6% | +14.4% |
| All | +1,851.2% | +1,585.9% | +265.3% | +715.1% |
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