+106.0%
KNX vs SWK
+32.9%
+73.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.4% | +4.0% |
| 7D | -0.3% | +10.7% | -11.0% | -4.9% |
| 30D | -4.7% | +33.3% | -38.0% | -16.1% |
| 3M | -12.0% | +14.7% | -26.7% | -17.5% |
| 6M | -3.5% | +48.5% | -52.1% | -19.5% |
| YTD | +18.6% | +63.9% | -45.3% | -5.5% |
| 1Y | +34.3% | +80.4% | -46.1% | +2.7% |
| 3Y | +28.8% | +58.1% | -29.3% | +0.9% |
| 5Y | +9.6% | -24.5% | +34.1% | +10.8% |
| 10Y | +106.0% | +29.5% | +76.5% | +52.4% |
| All | +106.0% | +32.9% | +73.1% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling