+79.0%
KNX vs FROG
+21.7%
+57.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +6.4% | -5.5% | +11.9% | +6.8% |
| 30D | +1.4% | -3.1% | +4.5% | +1.5% |
| 3M | -12.0% | +1.2% | -13.3% | -12.5% |
| 6M | +25.2% | +113.7% | -88.5% | +16.5% |
| YTD | +36.6% | +38.9% | -2.3% | +31.0% |
| 1Y | +67.6% | +72.0% | -4.4% | +56.8% |
| 3Y | +40.8% | +217.1% | -176.3% | +21.0% |
| 5Y | +43.3% | +130.6% | -87.3% | +18.9% |
| All | +79.0% | +21.7% | +57.3% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling