+154.3%
KMI vs SWK
+18.1%
+136.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +6.5% | -1.4% | +7.9% | +6.9% |
| 30D | -3.4% | +25.5% | -28.9% | -10.2% |
| 3M | +0.4% | +11.8% | -11.4% | -3.6% |
| 6M | -0.9% | +48.7% | -49.6% | -13.6% |
| YTD | +20.5% | +57.2% | -36.7% | +1.7% |
| 1Y | +23.2% | +75.3% | -52.1% | -0.1% |
| 3Y | +121.6% | +51.9% | +69.7% | +77.3% |
| 5Y | +149.1% | -30.7% | +179.8% | +169.4% |
| All | +154.3% | +18.1% | +136.2% | +85.1% |
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 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