+51.0%
SWKS vs KMI
+159.6%
-108.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.1% |
| 7D | +10.9% | +6.0% | +4.8% | +7.9% |
| 30D | +17.6% | -3.4% | +21.0% | +19.4% |
| 3M | +29.2% | +1.8% | +27.4% | +27.5% |
| 6M | +37.0% | +0.4% | +36.5% | +35.1% |
| YTD | +44.9% | +20.8% | +24.1% | +30.2% |
| 1Y | +33.8% | +23.0% | +10.8% | +19.0% |
| 3Y | +10.2% | +123.3% | -113.1% | -28.1% |
| 5Y | -37.0% | +149.8% | -186.8% | -61.3% |
| All | +51.0% | +159.6% | -108.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 10y: compounded portfolio wealth divided by compounded KMI 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…
10y analysis · Full analysis span regression · 6 months rolling