K-Swens 75/15/10

The chart shows the growth of an initial investment of $10,000 in K-Swens 75/15/10, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Oct 15, 2020, K-Swens 75/15/10's average daily return is +0.08%, while the average monthly return is +1.54%. At this rate, an investment would double in approximately 3.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Dec 2020 with a return of +25.2%, while the worst month was Sep 2022 at -10.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, K-Swens 75/15/10 closed higher 54% of trading days. The best single day was Dec 16, 2020 with a return of +18.0%, while the worst single day was Dec 17, 2020 at -11.4%.

K-Swens 75/15/10 has an annualized alpha of 4.29%, beta of 1.01, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since October 15, 2020.

• This portfolio captured 115.47% of S&P 500 Index gains and 100.40% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 4.29% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.01 and R2 of 0.63, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

K-Swens 75/15/10 has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

K-Swens 75/15/10 ranks 22 for risk / return — below 22% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current K-Swens 75/15/10 Sharpe ratio is 1.26 as of Jun 25, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.38 to 2.23, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of K-Swens 75/15/10 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

K-Swens 75/15/10 provided a 2.14% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the K-Swens 75/15/10. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the K-Swens 75/15/10 was 33.63%, occurring on Oct 14, 2022. Recovery took 322 trading sessions.

The current K-Swens 75/15/10 drawdown is 5.16%.

The chart below shows the rolling one-month volatility.