+159.6%
KR vs SWK
+32.9%
+126.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | +0.3% |
| 7D | -0.5% | +10.7% | -11.2% | -1.0% |
| 30D | +10.3% | +33.3% | -23.0% | +8.8% |
| 3M | +20.7% | +14.7% | +6.0% | +19.8% |
| 6M | +4.9% | +48.5% | -43.6% | +2.7% |
| YTD | +10.7% | +63.9% | -53.2% | +7.7% |
| 1Y | +7.2% | +80.4% | -73.3% | +3.6% |
| 3Y | +65.7% | +58.1% | +7.6% | +59.8% |
| 5Y | +80.8% | -24.5% | +105.3% | +83.6% |
| 10Y | +159.6% | +29.5% | +130.1% | +149.5% |
| All | +159.6% | +32.9% | +126.7% | +149.5% |
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