+40.9%
KNX vs SWK
+87.6%
-46.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +13.1% | -13.8% | -5.8% |
| 7D | +2.5% | +17.9% | -15.4% | -4.7% |
| 30D | -4.4% | +31.9% | -36.4% | -15.7% |
| 3M | -12.7% | +16.6% | -29.2% | -18.5% |
| 6M | +0.9% | +61.1% | -60.2% | -20.2% |
| YTD | +20.3% | +64.2% | -43.9% | -5.7% |
| 1Y | +40.9% | +85.2% | -44.3% | +2.0% |
| All | +40.9% | +87.6% | -46.7% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling