+154.7%
KMI vs SWK
-38.7%
+193.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +0.9% | -5.7% | +6.6% | +1.6% |
| 3M | 0.0% | +24.1% | -24.1% | -3.1% |
| 6M | -5.7% | +24.7% | -30.4% | -8.9% |
| YTD | +17.5% | +33.9% | -16.5% | +11.9% |
| 1Y | +22.3% | +34.7% | -12.4% | +16.1% |
| 3Y | +111.9% | +15.3% | +96.7% | +101.7% |
| All | +154.7% | -38.7% | +193.4% | +161.8% |
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