+19.6%
KNX vs SWK
+46.0%
-26.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -3.9% | +11.0% | -14.9% | -8.9% |
| 30D | -8.2% | +30.1% | -38.2% | -19.5% |
| 3M | -15.4% | +14.7% | -30.1% | -21.3% |
| 6M | -8.6% | +44.5% | -53.1% | -24.6% |
| YTD | +12.7% | +59.4% | -46.7% | -11.9% |
| 1Y | +33.4% | +77.5% | -44.2% | -1.2% |
| 3Y | +19.6% | +49.5% | -29.8% | -10.1% |
| All | +19.6% | +46.0% | -26.4% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling