+125.2%
KR vs SWK
-0.2%
+125.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.3% | -2.2% |
| 7D | -1.3% | -0.7% | -0.5% | -1.2% |
| 30D | +1.5% | -9.7% | +11.2% | +2.0% |
| 3M | -8.5% | +19.5% | -28.0% | -9.4% |
| 6M | -21.9% | +26.0% | -47.9% | -22.9% |
| YTD | -6.9% | +29.1% | -35.9% | -8.3% |
| 1Y | -14.0% | +23.7% | -37.7% | -15.2% |
| 3Y | +30.3% | +15.3% | +15.0% | +28.0% |
| 5Y | +37.7% | -40.6% | +78.4% | +41.5% |
| 10Y | +125.2% | -0.1% | +125.3% | +115.9% |
| All | +125.2% | -0.2% | +125.4% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling