-25.3%
SWK vs KMX
-66.8%
+41.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.5% |
| 7D | +11.0% | -7.4% | +18.4% | +14.7% |
| 30D | +30.1% | -3.4% | +33.4% | +31.8% |
| 3M | +14.7% | -11.3% | +26.0% | +19.8% |
| 6M | +44.5% | +30.6% | +13.9% | +26.7% |
| YTD | +59.4% | +33.2% | +26.1% | +35.6% |
| 1Y | +77.5% | +66.7% | +10.8% | +36.3% |
| 3Y | +49.5% | -22.1% | +71.5% | +57.1% |
| All | -25.3% | -66.8% | +41.5% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling