+4,699.6%
KO vs SWKS
+9,294.5%
-4,594.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +0.9% |
| 7D | +2.2% | -3.1% | +5.4% | +2.3% |
| 30D | +10.1% | +8.3% | +1.7% | +9.7% |
| 3M | +12.2% | +20.2% | -8.0% | +11.3% |
| 6M | +25.1% | +24.9% | +0.2% | +23.6% |
| YTD | +41.3% | +33.2% | +8.2% | +39.1% |
| 1Y | +41.1% | +23.6% | +17.5% | +39.2% |
| 3Y | +86.3% | +1.3% | +85.0% | +83.7% |
| 5Y | +97.8% | -40.6% | +138.4% | +98.2% |
| 10Y | +222.7% | +35.3% | +187.5% | +211.3% |
| All | +4,699.6% | +9,294.5% | -4,594.9% | +3,576.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling