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

Portfolio history

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You can import the portfolio history of changes to achieve a more realistic illustration and performance calculation. For example, you applied tactical changes to the model and you want Kwanti's simulation to follow these changes.

Note: This feature is available only for model portfolios.

History file format

CSV (.csv) format with a row for each date/position:

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

The example below shows a model with 06/30/2022 inception at 50/50 SPY/BND allocation. A rebalancing occurs on 11/30/2023 using SPY/ACWI/BND/$CASH, and a final one on 2/7/2024 using SPY/BND/$CASH (click to download sample):

Strategy sample.png

Notes: (1) Date format is flexible. For example, '06/30/2022' and '6/30/22' are accepted. (2) Empty lines between dates are optional.

How to import

 

1.  In the application's main screen, click 'Import', then 'Portfolio History'

 Screen_Shot_2020-04-14_at_9.39.50_AM.png

Screen_Shot_2020-07-28_at_11.09.23_AM.png

2. Upload the CSV file into Kwanti.

Screen_Shot_2020-04-14_at_9.38.00_AM.png

  • The file is checked for inconsistencies (weights not adding to 100% or unrecognized symbols). If needed, please make corrections in the history file and upload again.
  • If no inconsistencies are found, you are prompted for a portfolio title. The portfolio is ready for analysis.

3. Click "Save". 

Viewing or modifying the rebalancing history

Once imported, you can view or modify the history. In the Performance view, click on Edit as shown below:

The list of rebalancing dates is displayed:

You may click on each row to show the position detail for a given date, or click the Date column to expand all dates.

To make changes to the history in Excel:

  1. Export the history (click on Excel icon)
  2. Edit the file in Excel
  3. Import the history again

To make changes to the history in Kwanti:

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

See here for more detail on adding and editing model history from within Kwanti. 

 

Charting the position changes

The value chart with 'positions' option is a convenient way to visualize the rebalancing history. In the example below, a model with an average of 10 positions is rebalanced 5 times over a period of 2 years:

 

Video tutorial