+0.6%
SWKS vs KIM
+57.8%
-57.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -6.2% | +4.1% | -10.2% | -8.4% |
| 30D | -1.5% | +16.8% | -18.3% | -10.2% |
| 3M | +23.0% | +5.7% | +17.3% | +18.8% |
| 6M | +27.6% | +9.7% | +17.9% | +19.3% |
| YTD | +32.3% | +30.2% | +2.1% | +8.9% |
| 1Y | +20.1% | +32.1% | -12.0% | -2.3% |
| 3Y | +0.6% | +58.6% | -57.9% | -27.6% |
| All | +0.6% | +57.8% | -57.2% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling