+147.8%
SW vs KNX
+179.2%
-31.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.3% |
| 7D | -5.1% | +7.4% | -12.5% | -6.8% |
| 30D | -4.6% | +2.0% | -6.5% | -5.1% |
| 3M | +9.4% | -7.9% | +17.3% | +11.4% |
| 6M | +3.5% | +14.4% | -10.9% | -0.5% |
| YTD | +22.0% | +38.9% | -16.9% | +11.6% |
| 1Y | +2.2% | +65.9% | -63.7% | -11.0% |
| 3Y | +19.6% | +35.8% | -16.2% | +7.2% |
| 5Y | -2.3% | +43.3% | -45.7% | -14.5% |
| All | +147.8% | +179.2% | -31.4% | +88.1% |
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