+83.4%
KO vs SWKS
-53.5%
+136.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.0% |
| 7D | -1.8% | +12.5% | -14.3% | -2.2% |
| 30D | +1.4% | +10.5% | -9.1% | +1.1% |
| 3M | +15.4% | -7.4% | +22.8% | +15.7% |
| 6M | +14.3% | +32.7% | -18.4% | +12.2% |
| YTD | +27.7% | +19.2% | +8.5% | +26.0% |
| 1Y | +32.7% | +2.4% | +30.3% | +31.8% |
| 3Y | +62.2% | -25.6% | +87.8% | +62.6% |
| All | +83.4% | -53.5% | +136.9% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling