+183.0%
KO vs SWKS
+34.8%
+148.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.1% |
| 7D | -0.8% | +6.8% | -7.6% | -1.4% |
| 30D | +0.8% | +11.3% | -10.5% | -0.3% |
| 3M | +8.3% | +4.1% | +4.3% | +7.6% |
| 6M | +14.0% | +39.7% | -25.6% | +8.9% |
| YTD | +26.9% | +23.2% | +3.7% | +22.7% |
| 1Y | +32.7% | +5.3% | +27.4% | +30.3% |
| 3Y | +63.9% | -15.1% | +79.1% | +61.3% |
| 5Y | +81.7% | -50.3% | +132.0% | +90.7% |
| 10Y | +183.0% | +42.3% | +140.7% | +137.8% |
| All | +183.0% | +34.8% | +148.2% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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