+146.7%
KRE vs SWK
+326.6%
-179.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.3% | +11.0% | -10.8% | -6.5% |
| 30D | +4.8% | +30.1% | -25.2% | -11.3% |
| 3M | -5.1% | +14.7% | -19.7% | -13.6% |
| 6M | +3.3% | +44.5% | -41.2% | -19.4% |
| YTD | +13.3% | +59.4% | -46.0% | -18.2% |
| 1Y | +22.9% | +77.5% | -54.7% | -17.3% |
| 3Y | +82.1% | +49.5% | +32.6% | +27.5% |
| 5Y | +11.0% | -24.9% | +35.9% | +14.4% |
| 10Y | +115.7% | +31.8% | +84.0% | +35.1% |
| All | +146.7% | +326.6% | -179.9% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling