-36.5%
SWKS vs KIM
+34.6%
-71.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | +17.0% | +14.1% | +2.9% | +7.2% |
| 3M | +28.9% | +6.0% | +22.9% | +23.6% |
| 6M | +33.1% | +13.2% | +19.9% | +21.2% |
| YTD | +44.8% | +30.4% | +14.4% | +18.8% |
| 1Y | +36.2% | +31.0% | +5.2% | +11.2% |
| 3Y | +11.5% | +67.6% | -56.1% | -24.4% |
| All | -36.5% | +34.6% | -71.1% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling