-53.0%
SWKS vs KIM
+34.4%
-87.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | +0.4% | +12.1% | +12.2% |
| 30D | +10.5% | -4.0% | +14.5% | +13.3% |
| 3M | -7.4% | +0.5% | -7.9% | -8.4% |
| 6M | +32.7% | +3.6% | +29.1% | +28.2% |
| YTD | +19.2% | +20.4% | -1.3% | +4.1% |
| 1Y | +2.4% | +9.7% | -7.3% | -5.1% |
| 3Y | -25.6% | +46.0% | -71.6% | -43.5% |
| All | -53.0% | +34.4% | -87.5% | -61.6% |
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