+224.2%
KO vs SWK
+21.9%
+202.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +1.8% | -2.3% | +4.1% | +2.2% |
| 30D | +8.7% | +30.4% | -21.8% | +3.4% |
| 3M | +13.5% | +12.1% | +1.4% | +10.9% |
| 6M | +25.6% | +49.1% | -23.5% | +16.1% |
| YTD | +42.3% | +60.4% | -18.2% | +28.9% |
| 1Y | +39.9% | +78.3% | -38.4% | +24.0% |
| 3Y | +87.5% | +53.3% | +34.2% | +65.5% |
| 5Y | +99.1% | -27.0% | +126.0% | +107.3% |
| 10Y | +224.2% | +20.8% | +203.4% | +186.3% |
| All | +224.2% | +21.9% | +202.3% | +186.3% |
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 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