+183.3%
SW vs KNX
+117.9%
+65.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -1.1% |
| 7D | +1.8% | -0.3% | +2.2% | +1.8% |
| 30D | +7.0% | -4.7% | +11.7% | +8.2% |
| 3M | -7.6% | -12.0% | +4.3% | -4.8% |
| 6M | +8.5% | -3.5% | +12.1% | +8.8% |
| YTD | +17.7% | +18.6% | -0.9% | +11.8% |
| 1Y | +27.1% | +34.3% | -7.2% | +16.9% |
| 3Y | +48.2% | +28.8% | +19.4% | +35.3% |
| 5Y | -2.3% | +9.6% | -11.9% | -9.3% |
| 10Y | +183.3% | +106.0% | +77.4% | +131.7% |
| All | +183.3% | +117.9% | +65.4% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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