+222.7%
KO vs SWK
+26.9%
+195.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | +2.2% | +11.3% | -9.1% | +0.1% |
| 30D | +10.1% | +31.5% | -21.4% | +4.6% |
| 3M | +12.2% | +14.4% | -2.2% | +9.3% |
| 6M | +25.1% | +46.4% | -21.3% | +16.1% |
| YTD | +41.3% | +61.6% | -20.3% | +27.9% |
| 1Y | +41.1% | +78.7% | -37.7% | +25.0% |
| 3Y | +86.3% | +54.4% | +31.9% | +64.2% |
| 5Y | +97.8% | -25.3% | +123.1% | +104.8% |
| 10Y | +222.7% | +22.4% | +200.4% | +184.2% |
| All | +222.7% | +26.9% | +195.9% | +184.2% |
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