+38.7%
KNX vs FROG
+136.9%
-98.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.4% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | -4.4% | +1.3% | -5.7% | -4.7% |
| 3M | -17.3% | +11.1% | -28.4% | -18.6% |
| 6M | +22.6% | +108.3% | -85.7% | +12.0% |
| YTD | +31.1% | +39.6% | -8.4% | +24.2% |
| 1Y | +60.2% | +74.7% | -14.5% | +46.4% |
| 3Y | +35.8% | +224.1% | -188.3% | +8.7% |
| All | +38.7% | +136.9% | -98.2% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling