+81.0%
FROG vs KIM
+9.1%
+71.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -4.0% |
| 7D | -11.3% | -0.8% | -10.5% | -11.5% |
| 30D | +3.6% | -5.1% | +8.8% | +1.2% |
| 3M | +1.7% | -0.6% | +2.3% | +1.6% |
| 6M | +123.5% | +2.4% | +121.1% | +124.5% |
| YTD | +40.2% | +19.0% | +21.2% | +37.2% |
| 1Y | +81.0% | +8.4% | +72.6% | +85.6% |
| All | +81.0% | +9.1% | +71.9% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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