+177.1%
SW vs KNX
+105.1%
+72.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -1.7% |
| 7D | -2.9% | +9.2% | -12.2% | -5.2% |
| 30D | +5.0% | +0.9% | +4.1% | +4.7% |
| 3M | -13.7% | -12.7% | -0.9% | -10.8% |
| 6M | +8.0% | +7.3% | +0.7% | +5.3% |
| YTD | +14.0% | +23.1% | -9.1% | +7.1% |
| 1Y | +25.6% | +47.1% | -21.4% | +13.0% |
| 3Y | +40.1% | +33.3% | +6.9% | +26.7% |
| 5Y | -2.6% | +12.1% | -14.7% | -10.2% |
| All | +177.1% | +105.1% | +72.0% | +120.6% |
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