+449.6%
SWK vs KMX
+475.4%
-25.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -0.4% | +1.9% | -2.3% | -0.9% |
| 30D | -5.7% | +11.7% | -17.4% | -8.4% |
| 3M | +24.1% | +34.9% | -10.8% | +14.6% |
| 6M | +24.7% | +50.3% | -25.6% | +11.4% |
| YTD | +33.9% | +63.8% | -29.9% | +16.6% |
| 1Y | +34.7% | +3.8% | +30.8% | +29.4% |
| 3Y | +15.3% | -24.3% | +39.5% | +19.2% |
| 5Y | -39.3% | -50.2% | +10.9% | -32.4% |
| 10Y | +2.5% | +5.4% | -2.9% | -4.0% |
| All | +449.6% | +475.4% | -25.7% | +266.4% |
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