+755.0%
SW vs KNX
+444.9%
+310.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.7% |
| 7D | -5.1% | +7.4% | -12.5% | -6.0% |
| 30D | -4.6% | +2.0% | -6.5% | -4.9% |
| 3M | +9.4% | -7.9% | +17.3% | +10.5% |
| 6M | +3.5% | +14.4% | -10.9% | +1.4% |
| YTD | +22.0% | +38.9% | -16.9% | +16.5% |
| 1Y | +2.2% | +65.9% | -63.7% | -4.8% |
| 3Y | +19.6% | +35.8% | -16.2% | +13.1% |
| 5Y | -2.3% | +43.3% | -45.7% | -8.5% |
| 10Y | +181.4% | +179.6% | +1.7% | +154.7% |
| All | +755.0% | +444.9% | +310.1% | +713.3% |
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 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