+148.2%
KMI vs SWK
+29.6%
+118.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -10.8% | +11.0% | -21.8% | -13.9% |
| 30D | -5.0% | +30.1% | -35.1% | -12.6% |
| 3M | -3.4% | +14.7% | -18.0% | -7.9% |
| 6M | -3.4% | +44.5% | -47.9% | -15.0% |
| YTD | +13.1% | +59.4% | -46.3% | -4.9% |
| 1Y | +19.0% | +77.5% | -58.5% | -3.8% |
| 3Y | +106.1% | +49.5% | +56.7% | +66.4% |
| 5Y | +130.1% | -24.9% | +155.0% | +139.4% |
| All | +148.2% | +29.6% | +118.6% | +82.9% |
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