+11,847.4%
SWKS vs KIM
+3,058.9%
+8,788.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | +0.4% | +12.1% | +12.3% |
| 30D | +10.5% | -4.0% | +14.5% | +12.1% |
| 3M | -7.4% | +0.5% | -7.9% | -7.9% |
| 6M | +32.7% | +3.6% | +29.1% | +30.3% |
| YTD | +19.2% | +20.4% | -1.3% | +10.7% |
| 1Y | +2.4% | +9.7% | -7.3% | -1.7% |
| 3Y | -25.6% | +46.0% | -71.6% | -35.6% |
| 5Y | -53.4% | +34.4% | -87.9% | -58.5% |
| 10Y | +23.2% | +29.3% | -6.1% | -0.1% |
| All | +11,847.4% | +3,058.9% | +8,788.5% | +1,956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling