+96.6%
KO vs SWK
-25.5%
+122.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.7% | +11.0% | -9.3% | +0.7% |
| 30D | +11.5% | +30.1% | -18.6% | +8.9% |
| 3M | +10.8% | +14.7% | -3.8% | +9.4% |
| 6M | +22.3% | +44.5% | -22.2% | +18.2% |
| YTD | +39.5% | +59.4% | -19.9% | +33.2% |
| 1Y | +42.2% | +77.5% | -35.3% | +34.3% |
| 3Y | +83.1% | +49.5% | +33.6% | +73.3% |
| All | +96.6% | -25.5% | +122.1% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling