+32.4%
SWKS vs KIM
+65.6%
-33.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -2.7% | +2.8% | -5.6% | -3.8% |
| 30D | +8.5% | +16.3% | -7.8% | +2.6% |
| 3M | +17.3% | +6.6% | +10.6% | +14.3% |
| 6M | +25.1% | +12.3% | +12.8% | +19.2% |
| YTD | +33.3% | +31.6% | +1.8% | +19.6% |
| 1Y | +22.9% | +31.5% | -8.6% | +10.2% |
| 3Y | +5.5% | +68.0% | -62.5% | -12.8% |
| 5Y | -41.9% | +38.7% | -80.6% | -48.9% |
| 10Y | +32.4% | +65.7% | -33.3% | -4.4% |
| All | +32.4% | +65.6% | -33.2% | -4.4% |
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