-38.0%
KWEB vs SWK
-25.5%
-12.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +9.4% | +11.0% | -1.6% | +5.6% |
| 30D | +2.3% | +30.1% | -27.8% | -6.4% |
| 3M | -12.3% | +14.7% | -27.0% | -16.5% |
| 6M | -16.4% | +44.5% | -60.9% | -26.8% |
| YTD | -26.9% | +59.4% | -86.3% | -38.8% |
| 1Y | -33.2% | +77.5% | -110.7% | -46.3% |
| 3Y | +1.2% | +49.5% | -48.3% | -17.8% |
| All | -38.0% | -25.5% | -12.5% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling