-25.3%
SWK vs KIM
+31.1%
-56.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | 0.0% |
| 7D | +11.0% | +4.1% | +7.0% | +7.9% |
| 30D | +30.1% | +16.8% | +13.3% | +15.4% |
| 3M | +14.7% | +5.7% | +9.0% | +9.9% |
| 6M | +44.5% | +9.7% | +34.8% | +34.0% |
| YTD | +59.4% | +30.2% | +29.2% | +28.9% |
| 1Y | +77.5% | +32.1% | +45.4% | +41.8% |
| 3Y | +49.5% | +58.6% | -9.1% | +5.6% |
| All | -25.3% | +31.1% | -56.3% | -42.4% |
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