+3.0%
KWEB vs SWK
+15.2%
-12.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -11.5% | -8.9% | -2.6% | -9.4% |
| 3M | -2.9% | +20.5% | -23.4% | -8.1% |
| 6M | -14.6% | +27.1% | -41.7% | -20.7% |
| YTD | -25.5% | +30.2% | -55.7% | -31.6% |
| 1Y | -31.1% | +24.8% | -55.8% | -36.1% |
| 3Y | +3.0% | +16.3% | -13.3% | -7.1% |
| All | +3.0% | +15.2% | -12.2% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling