+1,503.3%
SWK vs KIM
+3,330.6%
-1,827.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.2% |
| 7D | +11.3% | +5.0% | +6.3% | +9.2% |
| 30D | +28.1% | +15.8% | +12.3% | +20.8% |
| 3M | +12.6% | +4.3% | +8.3% | +10.8% |
| 6M | +51.7% | +11.4% | +40.3% | +45.2% |
| YTD | +60.0% | +30.8% | +29.2% | +43.3% |
| 1Y | +72.7% | +31.4% | +41.2% | +54.4% |
| 3Y | +46.3% | +57.7% | -11.4% | +22.9% |
| 5Y | -24.6% | +31.7% | -56.3% | -32.1% |
| 10Y | +32.2% | +67.4% | -35.1% | -0.8% |
| All | +1,503.3% | +3,330.6% | -1,827.4% | +492.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling