+21.8%
KWEB vs SWK
+90.3%
-68.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +9.4% | +11.0% | -1.6% | +5.1% |
| 30D | +2.3% | +30.1% | -27.8% | -7.4% |
| 3M | -12.3% | +14.7% | -27.0% | -17.0% |
| 6M | -16.4% | +44.5% | -60.9% | -27.9% |
| YTD | -26.9% | +59.4% | -86.3% | -39.9% |
| 1Y | -33.2% | +77.5% | -110.7% | -47.4% |
| 3Y | +1.2% | +49.5% | -48.3% | -19.0% |
| 5Y | -36.4% | -24.9% | -11.5% | -35.2% |
| 10Y | -17.4% | +31.8% | -49.2% | -40.4% |
| All | +21.8% | +90.3% | -68.5% | -28.1% |
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 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