+75.3%
SWK vs KIM
+30.6%
+44.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | -0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +25.5% | +14.1% | +11.3% | +14.7% |
| 3M | +11.8% | +6.0% | +5.8% | +7.3% |
| 6M | +48.7% | +13.2% | +35.5% | +34.3% |
| YTD | +57.2% | +30.4% | +26.8% | +27.1% |
| 1Y | +75.3% | +31.0% | +44.2% | +41.0% |
| All | +75.3% | +30.6% | +44.7% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling