+64.9%
KO vs SWKS
-20.0%
+84.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -0.8% |
| 7D | -1.8% | +12.5% | -14.3% | -1.7% |
| 30D | +1.4% | +10.5% | -9.1% | +1.5% |
| 3M | +15.4% | -7.4% | +22.8% | +15.5% |
| 6M | +14.3% | +32.7% | -18.4% | +13.8% |
| YTD | +27.7% | +19.2% | +8.5% | +27.3% |
| 1Y | +32.7% | +2.4% | +30.3% | +32.4% |
| All | +64.9% | -20.0% | +84.9% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling