+209.7%
KO vs SWK
+32.9%
+176.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.1% |
| 7D | +0.2% | +10.7% | -10.5% | -1.7% |
| 30D | +9.1% | +33.3% | -24.3% | +3.5% |
| 3M | +11.0% | +14.7% | -3.7% | +8.0% |
| 6M | +24.0% | +48.5% | -24.5% | +14.8% |
| YTD | +40.0% | +63.9% | -23.9% | +26.5% |
| 1Y | +39.7% | +80.4% | -40.7% | +23.7% |
| 3Y | +84.8% | +58.1% | +26.6% | +62.2% |
| 5Y | +96.8% | -24.5% | +121.3% | +103.3% |
| 10Y | +209.7% | +29.5% | +180.3% | +181.6% |
| All | +209.7% | +32.9% | +176.9% | +181.6% |
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