+4,351.0%
SWKS vs KNX
+5,284.4%
-933.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +2.2% |
| 7D | +12.5% | +7.4% | +5.1% | +9.7% |
| 30D | +10.5% | +2.0% | +8.5% | +9.6% |
| 3M | -7.4% | -7.9% | +0.5% | -4.9% |
| 6M | +32.7% | +14.4% | +18.3% | +24.6% |
| YTD | +19.2% | +38.9% | -19.7% | +3.9% |
| 1Y | +2.4% | +65.9% | -63.5% | -17.1% |
| 3Y | -25.6% | +35.8% | -61.5% | -36.2% |
| 5Y | -53.4% | +43.3% | -96.8% | -61.1% |
| 10Y | +23.2% | +179.6% | -156.5% | -23.0% |
| All | +4,351.0% | +5,284.4% | -933.5% | +1,338.4% |
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 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