+65.4%
KNX vs SWK
+37.3%
+28.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | +7.1% | -0.4% | +7.5% | +7.3% |
| 30D | +1.7% | -5.7% | +7.4% | +4.3% |
| 3M | -8.1% | +24.1% | -32.2% | -17.3% |
| 6M | +14.0% | +24.7% | -10.7% | +2.2% |
| YTD | +38.5% | +33.9% | +4.6% | +20.5% |
| 1Y | +65.4% | +34.7% | +30.7% | +39.6% |
| All | +65.4% | +37.3% | +28.1% | +39.6% |
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