+125.3%
FROG vs KIM
+34.4%
+90.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.3% |
| 7D | -11.3% | +0.4% | -11.7% | -11.5% |
| 30D | +3.6% | -4.0% | +7.6% | +5.4% |
| 3M | +1.7% | +0.5% | +1.1% | +0.6% |
| 6M | +123.5% | +3.6% | +119.9% | +117.3% |
| YTD | +40.2% | +20.4% | +19.8% | +25.2% |
| 1Y | +81.0% | +9.7% | +71.3% | +69.5% |
| 3Y | +194.8% | +46.0% | +148.8% | +128.6% |
| All | +125.3% | +34.4% | +90.8% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling