1. Kwanti Support
  2. User guide
  3. Importing data

Import model history via Excel

<<
>>

You can import a model portfolio’s history of changes from a CSV file so Kwanti’s illustration and performance calculations follow the model’s actual rebalancing. For example, if you made tactical changes to a model, the simulation reflects each change on the date it happened.

 

Portfolio eligibility

This feature is available only for model portfolios.

 

History file format

Use a CSV (.csv) file with one row for each position on each date:

  • First column: date
  • Second column: symbol
  • Third column: weight

The sample file shows a model with a 6/30/22 inception at a 50/50 SPY/BND allocation. A rebalancing occurs on 11/30/23 using SPY/ACWI/BND/$CASH, and a final one on 2/7/24 using SPY/BND/$CASH:

Strategy sample.png

Note: The date format is flexible. For example, 06/30/2022 and 6/30/22 are both accepted. Empty lines between dates are optional.

 

Importing the history

  1. Click Import, then Portfolio History.
  2. Upload the CSV file. Kwanti checks the file for inconsistencies, such as weights that don’t add up to 100% or unrecognized symbols. If it finds any, correct the history file and upload it again.
  3. When the file passes the check, enter a portfolio title.
  4. Click Save. The portfolio is ready for analysis.

Import dialog in Kwanti, opened from the Import button, with an arrow pointing to the Model history option under Excel for importing a model’s rebalancing history. Note: the arrow ends between Portfolio and Model history, so it isn’t clear which option it points to. If this screenshot is for importing model history, consider extending the arrow so it ends clearly on Model history.

Review step of Kwanti’s Import model with history dialog, listing the date, symbol, and weight for each of the 3 rebalancing dates found in the file, with a Save button to finish the import.

 

Viewing the rebalancing history

  1. In the Performance view, click Custom.
  2. The list of rebalancing dates appears. Click a row to show the positions for that date, or click the Date column header to expand all dates.

Performance tab in Kwanti for a model with imported history, with the Strategy setting highlighted showing Custom, meaning performance follows the model’s imported rebalancing dates.

 

Modifying the rebalancing history

Method 1: Edit in Excel

  1. Click the Excel icon to export the history.
  2. Edit the file in Excel.
  3. Import the history again, as described in Importing the history above.

Method 2: Edit in Kwanti

  1. Expand the rebalance date you want to edit.
  2. Click the field you want to change and make the change.
  3. Save your changes.

For more on adding and editing history within Kwanti, see Model history.

 

Charting the position changes

To see the rebalancing history over time, open the Value chart and select the positions option. The example below shows a model with an average of 10 positions, rebalanced 7 times over 3 years.

Value view of Kwanti’s Performance tab, showing the growth of $100,000 by position, with an arrow from the Value tab to a dropdown for switching between total, positions, and weights.

 

Video tutorial