+22.2%
SWK vs KMX
-2.3%
+24.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | -1.4% | +3.4% | -4.8% | -2.9% |
| 30D | +25.5% | +6.8% | +18.6% | +21.5% |
| 3M | +11.8% | -11.4% | +23.2% | +17.4% |
| 6M | +48.7% | +43.6% | +5.1% | +22.9% |
| YTD | +57.2% | +37.7% | +19.5% | +29.4% |
| 1Y | +75.3% | +53.0% | +22.3% | +36.9% |
| 3Y | +51.9% | -16.3% | +68.3% | +52.1% |
| 5Y | -30.7% | -64.2% | +33.5% | -0.6% |
| All | +22.2% | -2.3% | +24.5% | +4.0% |
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