+17.5%
SWK vs KIM
+46.3%
-28.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.4% | +0.4% | -0.9% | -0.9% |
| 30D | -5.7% | -4.0% | -1.7% | -2.5% |
| 3M | +24.1% | +0.5% | +23.5% | +22.7% |
| 6M | +24.7% | +3.6% | +21.1% | +20.2% |
| YTD | +33.9% | +20.4% | +13.5% | +12.8% |
| 1Y | +34.7% | +9.7% | +25.0% | +23.2% |
| All | +17.5% | +46.3% | -28.8% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling