+11.4%
KRE vs SWK
-30.7%
+42.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.7% | -1.4% | +2.1% | +1.3% |
| 30D | +6.1% | +25.5% | -19.3% | -3.9% |
| 3M | -5.9% | +11.8% | -17.7% | -10.8% |
| 6M | +9.6% | +48.7% | -39.1% | -8.8% |
| YTD | +14.2% | +57.2% | -43.0% | -8.2% |
| 1Y | +22.5% | +75.3% | -52.8% | -6.4% |
| 3Y | +90.4% | +51.9% | +38.4% | +49.0% |
| All | +11.4% | -30.7% | +42.1% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling