+176.7%
KO vs SWK
+0.7%
+176.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +1.5% | -8.9% | +10.4% | +3.2% |
| 3M | +11.8% | +20.5% | -8.7% | +7.7% |
| 6M | +16.2% | +27.1% | -10.9% | +10.4% |
| YTD | +28.1% | +30.2% | -2.1% | +20.7% |
| 1Y | +34.8% | +24.8% | +10.0% | +27.6% |
| 3Y | +65.5% | +16.3% | +49.2% | +54.2% |
| 5Y | +81.6% | -40.1% | +121.7% | +95.7% |
| 10Y | +176.7% | +0.8% | +175.9% | +153.1% |
| All | +176.7% | +0.7% | +176.1% | +153.1% |
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