-20.6%
KWEB vs SWK
-0.7%
-19.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.5% |
| 7D | -3.6% | -4.6% | +1.0% | -2.0% |
| 30D | -14.9% | -9.9% | -5.0% | -11.8% |
| 3M | -5.4% | +15.4% | -20.8% | -10.8% |
| 6M | -18.9% | +25.0% | -43.8% | -26.1% |
| YTD | -27.2% | +27.2% | -54.5% | -34.4% |
| 1Y | -34.2% | +24.6% | -58.8% | -40.6% |
| 3Y | +0.6% | +13.7% | -13.0% | -10.1% |
| 5Y | -43.5% | -41.5% | -1.9% | -37.1% |
| 10Y | -20.6% | +0.7% | -21.3% | -33.2% |
| All | -20.6% | -0.7% | -19.9% | -33.2% |
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