+20.8%
SWK vs KIM
+63.9%
-43.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.3% | -1.0% | -1.3% | -1.7% |
| 30D | +30.4% | +14.8% | +15.6% | +21.5% |
| 3M | +12.1% | +8.1% | +4.0% | +7.8% |
| 6M | +49.1% | +11.7% | +37.4% | +40.7% |
| YTD | +60.4% | +30.7% | +29.7% | +39.4% |
| 1Y | +78.3% | +29.7% | +48.6% | +55.6% |
| 3Y | +53.3% | +65.1% | -11.8% | +20.2% |
| 5Y | -27.0% | +34.7% | -61.6% | -37.3% |
| 10Y | +20.8% | +64.1% | -43.3% | -26.2% |
| All | +20.8% | +63.9% | -43.0% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling