+3.3%
SWK vs KIM
+29.2%
-25.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.4% | +0.4% | -0.9% | -0.7% |
| 30D | -5.7% | -4.0% | -1.7% | -3.7% |
| 3M | +24.1% | +0.5% | +23.5% | +23.5% |
| 6M | +24.7% | +3.6% | +21.1% | +22.3% |
| YTD | +33.9% | +20.4% | +13.5% | +21.3% |
| 1Y | +34.7% | +9.7% | +25.0% | +28.2% |
| 3Y | +15.3% | +46.0% | -30.7% | -4.0% |
| 5Y | -39.3% | +34.4% | -73.7% | -47.6% |
| All | +3.3% | +29.2% | -25.9% | -27.7% |
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