-19.6%
KWEB vs SWK
+18.1%
-37.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -7.8% | -1.4% | -6.5% | -7.4% |
| 30D | -6.4% | +25.5% | -31.9% | -13.8% |
| 3M | -14.6% | +11.8% | -26.4% | -18.2% |
| 6M | -25.0% | +48.7% | -73.7% | -35.6% |
| YTD | -32.7% | +57.2% | -89.8% | -43.9% |
| 1Y | -37.3% | +75.3% | -112.6% | -49.9% |
| 3Y | -5.9% | +51.9% | -57.8% | -24.4% |
| 5Y | -47.1% | -30.7% | -16.4% | -44.7% |
| All | -19.6% | +18.1% | -37.7% | -38.5% |
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