+28.7%
SWK vs KIM
+64.5%
-35.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | +11.0% | +4.1% | +7.0% | +8.9% |
| 30D | +30.1% | +16.8% | +13.3% | +20.1% |
| 3M | +14.7% | +5.7% | +9.0% | +11.5% |
| 6M | +44.5% | +9.7% | +34.8% | +37.6% |
| YTD | +59.4% | +30.2% | +29.2% | +38.8% |
| 1Y | +77.5% | +32.1% | +45.4% | +53.4% |
| 3Y | +49.5% | +58.6% | -9.1% | +19.5% |
| 5Y | -24.9% | +31.2% | -56.0% | -34.8% |
| All | +28.7% | +64.5% | -35.8% | -20.7% |
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