+169.7%
KNX vs SWK
-0.7%
+170.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -1.9% |
| 7D | +2.3% | -4.6% | +6.9% | +4.4% |
| 30D | +0.5% | -9.9% | +10.4% | +5.0% |
| 3M | -14.1% | +15.4% | -29.6% | -19.6% |
| 6M | +19.8% | +25.0% | -5.2% | +7.8% |
| YTD | +32.7% | +27.2% | +5.5% | +18.5% |
| 1Y | +62.3% | +24.6% | +37.7% | +45.7% |
| 3Y | +36.8% | +13.7% | +23.2% | +23.6% |
| 5Y | +41.8% | -41.5% | +83.3% | +60.6% |
| 10Y | +169.7% | +0.7% | +169.0% | +124.4% |
| All | +169.7% | -0.7% | +170.3% | +124.4% |
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