+32.1%
SWKS vs KIM
+64.5%
-32.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -6.2% | +4.1% | -10.2% | -7.6% |
| 30D | -1.5% | +16.8% | -18.3% | -7.0% |
| 3M | +23.0% | +5.7% | +17.3% | +20.2% |
| 6M | +27.6% | +9.7% | +17.9% | +22.7% |
| YTD | +32.3% | +30.2% | +2.1% | +19.1% |
| 1Y | +20.1% | +32.1% | -12.0% | +7.5% |
| 3Y | +0.6% | +58.6% | -57.9% | -15.2% |
| 5Y | -42.3% | +31.2% | -73.5% | -48.5% |
| All | +32.1% | +64.5% | -32.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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