-43.1%
KWEB vs SWK
-38.7%
-4.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -8.7% | -5.7% | -3.0% | -7.0% |
| 3M | -4.0% | +24.1% | -28.1% | -11.3% |
| 6M | -13.1% | +24.7% | -37.8% | -20.3% |
| YTD | -23.5% | +33.9% | -57.4% | -31.9% |
| 1Y | -27.2% | +34.7% | -61.8% | -35.6% |
| 3Y | -2.1% | +15.3% | -17.4% | -12.4% |
| All | -43.1% | -38.7% | -4.4% | -35.9% |
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