+52.7%
SWKS vs KNX
+170.9%
-118.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.4% | +9.6% |
| 7D | +17.5% | -0.5% | +18.0% | +17.7% |
| 30D | +23.0% | +1.0% | +22.0% | +22.2% |
| 3M | +19.5% | -12.6% | +32.2% | +25.8% |
| 6M | +54.3% | +21.1% | +33.2% | +40.2% |
| YTD | +35.3% | +33.2% | +2.1% | +17.2% |
| 1Y | +17.9% | +67.8% | -49.9% | -8.7% |
| 3Y | -6.8% | +37.3% | -44.1% | -23.0% |
| 5Y | -45.4% | +41.1% | -86.5% | -55.8% |
| All | +52.7% | +170.9% | -118.2% | -5.5% |
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 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