+60.2%
KNX vs FROG
+74.0%
-13.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.5% |
| 7D | -5.6% | -0.5% | -5.1% | -5.6% |
| 30D | -4.4% | +1.3% | -5.7% | -4.4% |
| 3M | -17.3% | +11.1% | -28.4% | -17.6% |
| 6M | +22.6% | +108.3% | -85.7% | +19.6% |
| YTD | +31.1% | +39.6% | -8.4% | +30.7% |
| 1Y | +60.2% | +74.7% | -14.5% | +52.7% |
| All | +60.2% | +74.0% | -13.8% | +52.7% |
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