+40.9%
KNX vs FROG
+83.7%
-42.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | +2.5% | -14.1% | +16.5% | +2.9% |
| 30D | -4.4% | -11.8% | +7.4% | -4.1% |
| 3M | -12.7% | +0.1% | -12.8% | -12.7% |
| 6M | +0.9% | +64.2% | -63.3% | -0.2% |
| YTD | +20.3% | +38.2% | -17.9% | +20.2% |
| 1Y | +40.9% | +85.4% | -44.5% | +34.2% |
| All | +40.9% | +83.7% | -42.8% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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