+144.9%
KMI vs SWK
-26.0%
+170.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.2% | -2.3% | +2.5% | +0.5% |
| 30D | -3.7% | +30.4% | -34.1% | -6.7% |
| 3M | +1.2% | +12.1% | -10.9% | -0.2% |
| 6M | -0.3% | +49.1% | -49.3% | -5.5% |
| YTD | +19.2% | +60.4% | -41.2% | +11.2% |
| 1Y | +21.7% | +78.3% | -56.6% | +11.4% |
| 3Y | +120.4% | +53.3% | +67.1% | +101.1% |
| 5Y | +144.9% | -27.0% | +171.9% | +148.3% |
| All | +144.9% | -26.0% | +170.9% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling