-71.4%
OPEN vs KNX
+45.0%
-116.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.7% | +14.5% | +14.1% |
| 7D | +3.7% | +2.5% | +1.2% | +2.5% |
| 30D | -14.3% | -4.4% | -9.9% | -12.6% |
| 3M | -51.9% | -12.7% | -39.3% | -49.1% |
| 6M | -61.4% | +0.9% | -62.3% | -61.3% |
| YTD | -66.0% | +20.3% | -86.4% | -68.1% |
| 1Y | -71.4% | +40.9% | -112.3% | -74.2% |
| All | -71.4% | +45.0% | -116.3% | -74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling