-50.3%
SWKS vs KNX
+38.8%
-89.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.4% | +2.8% |
| 7D | +6.8% | +2.3% | +4.5% | +5.6% |
| 30D | +11.3% | +0.5% | +10.8% | +10.7% |
| 3M | +4.1% | -14.1% | +18.2% | +10.8% |
| 6M | +39.7% | +19.8% | +19.9% | +26.2% |
| YTD | +23.2% | +32.7% | -9.5% | +4.8% |
| 1Y | +5.3% | +62.3% | -57.0% | -20.4% |
| 3Y | -15.1% | +36.8% | -52.0% | -32.1% |
| 5Y | -50.3% | +41.8% | -92.1% | -61.4% |
| All | -50.3% | +38.8% | -89.2% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling