+3.4%
SWK vs KMX
+6.1%
-2.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -0.4% | +1.9% | -2.3% | -1.3% |
| 30D | -5.7% | +11.7% | -17.4% | -10.6% |
| 3M | +24.1% | +34.9% | -10.8% | +6.9% |
| 6M | +24.7% | +50.3% | -25.6% | +0.5% |
| YTD | +33.9% | +63.8% | -29.9% | +2.6% |
| 1Y | +34.7% | +3.8% | +30.8% | +24.4% |
| 3Y | +15.3% | -24.3% | +39.5% | +21.3% |
| 5Y | -39.3% | -50.2% | +10.9% | -26.5% |
| All | +3.4% | +6.1% | -2.7% | -17.2% |
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