+184.4%
SW vs KNX
+107.5%
+76.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +2.2% | -1.1% | +3.3% | +2.4% |
| 30D | +7.4% | -3.7% | +11.1% | +8.4% |
| 3M | -5.9% | -9.3% | +3.4% | -3.8% |
| 6M | +9.0% | -2.5% | +11.5% | +8.9% |
| YTD | +18.1% | +19.8% | -1.7% | +11.9% |
| 1Y | +28.7% | +37.3% | -8.6% | +17.8% |
| 3Y | +48.8% | +29.5% | +19.3% | +35.6% |
| 5Y | +2.5% | +11.5% | -9.0% | -5.2% |
| 10Y | +184.4% | +106.0% | +78.5% | +128.3% |
| All | +184.4% | +107.5% | +76.9% | +128.3% |
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