+29.5%
SWK vs KMX
+13.6%
+15.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +0.5% |
| 7D | +10.7% | -4.1% | +14.8% | +12.9% |
| 30D | +33.3% | +2.9% | +30.5% | +31.4% |
| 3M | +14.7% | -7.0% | +21.7% | +17.7% |
| 6M | +48.5% | +34.1% | +14.4% | +26.8% |
| YTD | +63.9% | +40.0% | +23.9% | +34.0% |
| 1Y | +80.4% | +67.2% | +13.2% | +34.9% |
| 3Y | +58.1% | -13.4% | +71.6% | +55.8% |
| 5Y | -24.5% | -65.1% | +40.6% | +9.7% |
| 10Y | +29.5% | +6.9% | +22.6% | +7.1% |
| All | +29.5% | +13.6% | +15.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling