+105.5%
KMI vs SWK
+137.1%
-31.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -3.4% |
| 7D | -10.3% | +11.3% | -21.6% | -13.7% |
| 30D | -5.3% | +28.1% | -33.4% | -12.8% |
| 3M | -2.1% | +12.6% | -14.7% | -6.4% |
| 6M | -4.8% | +51.7% | -56.5% | -18.0% |
| YTD | +14.0% | +60.0% | -46.0% | -4.8% |
| 1Y | +20.9% | +72.7% | -51.8% | -2.0% |
| 3Y | +105.3% | +46.3% | +58.9% | +66.2% |
| 5Y | +131.8% | -24.6% | +156.5% | +134.4% |
| 10Y | +153.9% | +32.2% | +121.6% | +87.2% |
| All | +105.5% | +137.1% | -31.6% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling