+3,985.1%
KNX vs SWK
+1,251.6%
+2,733.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -3.9% | +11.0% | -14.9% | -8.4% |
| 30D | -8.2% | +30.1% | -38.2% | -18.1% |
| 3M | -15.4% | +14.7% | -30.1% | -20.6% |
| 6M | -8.6% | +44.5% | -53.1% | -22.4% |
| YTD | +12.7% | +59.4% | -46.7% | -8.5% |
| 1Y | +33.4% | +77.5% | -44.2% | +3.7% |
| 3Y | +19.6% | +49.5% | -29.8% | -3.0% |
| 5Y | +7.3% | -24.9% | +32.2% | +10.3% |
| 10Y | +118.1% | +31.8% | +86.3% | +66.2% |
| All | +3,985.1% | +1,251.6% | +2,733.5% | +1,302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling