-24.6%
SWK vs KIM
+31.2%
-55.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.8% |
| 7D | +11.3% | +5.0% | +6.3% | +7.4% |
| 30D | +28.1% | +15.8% | +12.3% | +14.5% |
| 3M | +12.6% | +4.3% | +8.3% | +9.1% |
| 6M | +51.7% | +11.4% | +40.3% | +39.1% |
| YTD | +60.0% | +30.8% | +29.2% | +29.1% |
| 1Y | +72.7% | +31.4% | +41.2% | +38.8% |
| 3Y | +46.3% | +57.7% | -11.4% | +4.1% |
| 5Y | -24.6% | +31.7% | -56.3% | -40.8% |
| All | -24.6% | +31.2% | -55.8% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling