+28.2%
SW vs KNX
+34.3%
-6.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -1.6% |
| 7D | +1.8% | -0.3% | +2.2% | +1.9% |
| 30D | +7.0% | -4.7% | +11.7% | +8.7% |
| 3M | -7.6% | -12.0% | +4.3% | -3.6% |
| 6M | +8.5% | -3.5% | +12.1% | +9.4% |
| YTD | +17.7% | +18.6% | -0.9% | +7.2% |
| All | +28.2% | +34.3% | -6.2% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling