+83.8%
KRE vs SWK
+18.1%
+65.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.7% | -1.4% | +2.1% | +1.4% |
| 30D | +6.1% | +25.5% | -19.3% | -6.0% |
| 3M | -5.9% | +11.8% | -17.7% | -11.8% |
| 6M | +9.6% | +48.7% | -39.1% | -12.2% |
| YTD | +14.2% | +57.2% | -43.0% | -12.4% |
| 1Y | +22.5% | +75.3% | -52.8% | -11.5% |
| 3Y | +90.4% | +51.9% | +38.4% | +40.8% |
| 5Y | +11.9% | -30.7% | +42.6% | +24.2% |
| All | +83.8% | +18.1% | +65.7% | +35.2% |
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