+27.5%
KWEB vs SWK
+59.9%
-32.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -4.0% | +24.1% | -28.1% | -12.1% |
| 6M | -13.1% | +24.7% | -37.8% | -21.1% |
| YTD | -23.5% | +33.9% | -57.4% | -32.7% |
| 1Y | -27.2% | +34.7% | -61.8% | -36.4% |
| 3Y | -2.1% | +15.3% | -17.4% | -13.4% |
| 5Y | -40.8% | -39.3% | -1.5% | -34.6% |
| 10Y | -17.5% | +2.5% | -19.9% | -33.6% |
| All | +27.5% | +59.9% | -32.4% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling