+39.9%
KO vs SWK
+73.5%
-33.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +1.8% | -2.0% | +3.7% | +1.9% |
| 30D | +8.1% | +24.6% | -16.5% | +7.3% |
| 3M | +13.0% | +10.8% | +2.3% | +12.4% |
| 6M | +23.3% | +46.1% | -22.8% | +22.0% |
| YTD | +42.1% | +56.8% | -14.8% | +38.7% |
| 1Y | +39.9% | +72.7% | -32.8% | +34.5% |
| All | +39.9% | +73.5% | -33.6% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling