-16.4%
SWKS vs KNX
+39.7%
-56.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.4% |
| 7D | +11.8% | +6.4% | +5.4% | +9.3% |
| 30D | +6.7% | +1.4% | +5.3% | +6.0% |
| 3M | 0.0% | -12.0% | +12.1% | +4.4% |
| 6M | +38.7% | +25.2% | +13.6% | +25.8% |
| YTD | +21.4% | +36.6% | -15.2% | +5.2% |
| 1Y | +2.9% | +67.6% | -64.7% | -19.6% |
| 3Y | -16.4% | +40.8% | -57.2% | -29.2% |
| All | -16.4% | +39.7% | -56.1% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling