+70.7%
FROG vs KIM
+153.7%
-83.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +48.2% | -0.7% | +48.9% | +48.4% |
| 30D | +11.4% | +13.4% | -2.0% | +8.4% |
| 3M | +28.5% | +6.5% | +22.0% | +26.7% |
| 6M | +63.7% | +10.6% | +53.1% | +59.4% |
| YTD | +77.1% | +29.9% | +47.2% | +64.6% |
| 1Y | +79.3% | +29.6% | +49.8% | +66.8% |
| 3Y | +323.8% | +64.1% | +259.7% | +269.9% |
| 5Y | +198.9% | +35.3% | +163.6% | +168.5% |
| All | +70.7% | +153.7% | -83.0% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling