+155.8%
KRE vs SWK
+258.5%
-102.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +1.3% | -0.4% | +1.8% | +1.6% |
| 30D | -2.7% | -5.7% | +3.0% | +0.7% |
| 3M | +8.2% | +24.1% | -15.9% | -6.5% |
| 6M | +12.8% | +24.7% | -11.9% | -3.9% |
| YTD | +17.5% | +33.9% | -16.4% | -4.8% |
| 1Y | +16.6% | +34.7% | -18.1% | -6.9% |
| 3Y | +79.5% | +15.3% | +64.2% | +48.3% |
| 5Y | +32.4% | -39.3% | +71.7% | +56.7% |
| 10Y | +124.1% | +2.5% | +121.7% | +66.4% |
| All | +155.8% | +258.5% | -102.8% | -35.7% |
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