-84.2%
OPEN vs KNX
+39.7%
-124.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -7.0% |
| 7D | -10.5% | -0.5% | -10.1% | -10.3% |
| 30D | -21.8% | +1.0% | -22.8% | -22.9% |
| 3M | -37.5% | -12.6% | -24.9% | -30.5% |
| 6M | -44.1% | +21.1% | -65.2% | -54.6% |
| YTD | -52.0% | +33.2% | -85.2% | -64.8% |
| 1Y | -52.2% | +67.8% | -120.0% | -72.7% |
| 3Y | -25.9% | +37.3% | -63.2% | -49.9% |
| All | -84.2% | +39.7% | -124.0% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling