+5.3%
SWKS vs KNX
+63.0%
-57.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.4% | +2.1% |
| 7D | +6.8% | +2.3% | +4.5% | +6.3% |
| 30D | +11.3% | +0.5% | +10.8% | +11.0% |
| 3M | +4.1% | -14.1% | +18.2% | +6.2% |
| 6M | +39.7% | +19.8% | +19.9% | +36.3% |
| YTD | +23.2% | +32.7% | -9.5% | +17.9% |
| 1Y | +5.3% | +62.3% | -57.0% | -2.9% |
| All | +5.3% | +63.0% | -57.7% | -2.9% |
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