+155.6%
KMI vs SWK
+21.9%
+133.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.2% | -2.3% | +2.5% | +0.9% |
| 30D | -3.7% | +30.4% | -34.1% | -11.4% |
| 3M | +1.2% | +12.1% | -10.9% | -2.8% |
| 6M | -0.3% | +49.1% | -49.3% | -13.0% |
| YTD | +19.2% | +60.4% | -41.2% | +0.1% |
| 1Y | +21.7% | +78.3% | -56.6% | -1.7% |
| 3Y | +120.4% | +53.3% | +67.1% | +76.3% |
| 5Y | +144.9% | -27.0% | +171.9% | +158.8% |
| 10Y | +155.6% | +20.8% | +134.8% | +89.7% |
| All | +155.6% | +21.9% | +133.7% | +89.7% |
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 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