+722.5%
SW vs KNX
+342.2%
+380.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.7% |
| 7D | +2.3% | -3.9% | +6.2% | +2.9% |
| 30D | +6.8% | -8.2% | +15.0% | +8.0% |
| 3M | -5.2% | -15.4% | +10.3% | -3.1% |
| 6M | +7.4% | -8.6% | +16.0% | +8.5% |
| YTD | +17.4% | +12.7% | +4.7% | +15.3% |
| 1Y | +27.1% | +33.4% | -6.3% | +22.2% |
| 3Y | +47.9% | +19.6% | +28.2% | +42.9% |
| 5Y | -2.6% | +7.3% | -9.9% | -5.5% |
| 10Y | +182.7% | +118.1% | +64.6% | +163.1% |
| All | +722.5% | +342.2% | +380.4% | +705.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling