-74.2%
OPEN vs KNX
+77.1%
-151.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.8% |
| 7D | -11.4% | -5.6% | -5.8% | -7.6% |
| 30D | -20.1% | -4.4% | -15.6% | -17.5% |
| 3M | -37.6% | -17.3% | -20.3% | -28.4% |
| 6M | -47.1% | +22.6% | -69.7% | -56.1% |
| YTD | -52.1% | +31.1% | -83.3% | -62.8% |
| 1Y | -73.5% | +60.2% | -133.7% | -83.0% |
| 3Y | -24.4% | +35.8% | -60.1% | -44.5% |
| 5Y | -85.1% | +38.9% | -124.0% | -88.6% |
| All | -74.2% | +77.1% | -151.3% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling