+13,007.9%
SWKS vs KIM
+3,330.6%
+9,677.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -9.2% | +5.0% | -14.1% | -10.9% |
| 30D | -1.9% | +15.8% | -17.7% | -7.2% |
| 3M | +21.2% | +4.3% | +17.0% | +19.1% |
| 6M | +12.9% | +11.4% | +1.5% | +7.8% |
| YTD | +30.7% | +30.8% | -0.1% | +17.6% |
| 1Y | +14.1% | +31.4% | -17.3% | +2.4% |
| 3Y | -1.7% | +57.7% | -59.4% | -17.3% |
| 5Y | -43.0% | +31.7% | -74.7% | -48.9% |
| 10Y | +34.3% | +67.4% | -33.1% | -1.0% |
| All | +13,007.9% | +3,330.6% | +9,677.2% | +2,083.1% |
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