+4,235.9%
KO vs SWK
+1,275.2%
+2,960.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.8% | -0.4% | -1.3% | -1.7% |
| 30D | +1.4% | -5.7% | +7.2% | +2.6% |
| 3M | +15.4% | +24.1% | -8.7% | +10.0% |
| 6M | +14.3% | +24.7% | -10.4% | +8.3% |
| YTD | +27.7% | +33.9% | -6.3% | +18.9% |
| 1Y | +32.7% | +34.7% | -2.0% | +22.9% |
| 3Y | +62.2% | +15.3% | +46.9% | +50.2% |
| 5Y | +80.0% | -39.3% | +119.3% | +86.9% |
| 10Y | +175.6% | +2.5% | +173.1% | +143.0% |
| All | +4,235.9% | +1,275.2% | +2,960.7% | +1,583.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling