+67.0%
FROG vs KIM
+156.9%
-89.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.1% | +6.9% |
| 7D | +27.1% | +2.8% | +24.3% | +26.4% |
| 30D | +5.8% | +16.3% | -10.5% | +2.5% |
| 3M | +20.8% | +6.6% | +14.2% | +19.1% |
| 6M | +53.3% | +12.3% | +41.0% | +48.8% |
| YTD | +73.2% | +31.6% | +41.6% | +60.6% |
| 1Y | +80.3% | +31.5% | +48.8% | +67.1% |
| 3Y | +318.3% | +68.0% | +250.3% | +263.4% |
| 5Y | +179.9% | +38.7% | +141.2% | +151.0% |
| All | +67.0% | +156.9% | -89.9% | +71.7% |
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