+556.4%
SWK vs KMX
+378.2%
+178.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.4% |
| 7D | +11.3% | -6.4% | +17.6% | +13.2% |
| 30D | +28.1% | -4.9% | +33.0% | +29.7% |
| 3M | +12.6% | -7.2% | +19.8% | +14.4% |
| 6M | +51.7% | +41.2% | +10.5% | +38.0% |
| YTD | +60.0% | +36.1% | +23.8% | +45.6% |
| 1Y | +72.7% | +28.9% | +43.8% | +57.8% |
| 3Y | +46.3% | -21.5% | +67.8% | +50.5% |
| 5Y | -24.6% | -66.0% | +41.4% | -8.1% |
| 10Y | +32.2% | +4.1% | +28.1% | +25.5% |
| All | +556.4% | +378.2% | +178.2% | +357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling