+134.8%
KMI vs SWK
+0.7%
+134.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.7% | +2.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +3.7% | -8.9% | +12.6% | +6.5% |
| 3M | +3.2% | +20.5% | -17.3% | -3.5% |
| 6M | -3.0% | +27.1% | -30.1% | -11.6% |
| YTD | +19.7% | +30.2% | -10.5% | +7.5% |
| 1Y | +25.6% | +24.8% | +0.9% | +13.6% |
| 3Y | +120.2% | +16.3% | +103.9% | +92.8% |
| 5Y | +160.5% | -40.1% | +200.6% | +192.5% |
| 10Y | +134.8% | +0.8% | +134.0% | +79.2% |
| All | +134.8% | +0.7% | +134.2% | +79.2% |
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