+33.9%
FROG vs KIM
+136.7%
-102.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -3.1% | -1.7% | -1.4% | -2.8% |
| 3M | +1.2% | -0.8% | +2.1% | +1.1% |
| 6M | +113.7% | +4.4% | +109.3% | +110.4% |
| YTD | +38.9% | +21.2% | +17.6% | +31.1% |
| 1Y | +72.0% | +10.5% | +61.4% | +66.3% |
| 3Y | +217.1% | +47.5% | +169.6% | +183.4% |
| 5Y | +130.6% | +37.1% | +93.5% | +111.8% |
| All | +33.9% | +136.7% | -102.9% | +40.1% |
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