+19.0%
KWEB vs SWK
+95.7%
-76.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -3.3% |
| 7D | +4.1% | +10.7% | -6.6% | +0.1% |
| 30D | -2.5% | +33.3% | -35.8% | -12.5% |
| 3M | -15.2% | +14.7% | -29.8% | -19.7% |
| 6M | -17.7% | +48.5% | -66.2% | -29.8% |
| YTD | -28.6% | +63.9% | -92.5% | -41.9% |
| 1Y | -33.8% | +80.4% | -114.2% | -48.2% |
| 3Y | +1.2% | +58.1% | -56.9% | -20.8% |
| 5Y | -39.2% | -24.5% | -14.7% | -38.1% |
| 10Y | -20.7% | +29.5% | -50.2% | -42.0% |
| All | +19.0% | +95.7% | -76.7% | -30.5% |
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 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