+139.6%
KMI vs SWK
+32.9%
+106.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.2% |
| 7D | -6.5% | +10.7% | -17.2% | -9.6% |
| 30D | -5.1% | +33.3% | -38.4% | -13.3% |
| 3M | 0.0% | +14.7% | -14.7% | -4.6% |
| 6M | -0.9% | +48.5% | -49.4% | -13.4% |
| YTD | +15.4% | +63.9% | -48.5% | -3.7% |
| 1Y | +19.5% | +80.4% | -60.9% | -3.7% |
| 3Y | +116.3% | +58.1% | +58.2% | +71.3% |
| 5Y | +136.6% | -24.5% | +161.1% | +147.0% |
| 10Y | +139.6% | +29.5% | +110.1% | +79.0% |
| All | +139.6% | +32.9% | +106.7% | +79.0% |
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