-40.9%
OPEN vs KNX
+23.8%
-64.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.1% |
| 7D | -2.9% | +2.3% | -5.2% | -3.8% |
| 30D | -13.8% | +0.5% | -14.3% | -13.9% |
| 3M | -30.9% | -14.1% | -16.7% | -27.0% |
| 6M | -40.9% | +19.8% | -60.7% | -45.7% |
| All | -40.9% | +23.8% | -64.8% | -45.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling