+554.0%
SWK vs KMX
+368.0%
+186.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.2% |
| 7D | +11.0% | -7.4% | +18.4% | +13.3% |
| 30D | +30.1% | -3.4% | +33.4% | +31.1% |
| 3M | +14.7% | -11.3% | +26.0% | +17.9% |
| 6M | +44.5% | +30.6% | +13.9% | +34.1% |
| YTD | +59.4% | +33.2% | +26.1% | +45.9% |
| 1Y | +77.5% | +66.7% | +10.8% | +53.4% |
| 3Y | +49.5% | -22.1% | +71.5% | +54.1% |
| 5Y | -24.9% | -66.7% | +41.8% | -7.9% |
| 10Y | +31.8% | +1.9% | +29.8% | +25.7% |
| All | +554.0% | +368.0% | +186.0% | +358.4% |
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