+87.7%
FROG vs KIM
+10.6%
+77.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.4% | +35.8% | +34.9% |
| 7D | +7.0% | +4.1% | +2.9% | +11.7% |
| 30D | +2.9% | +16.8% | -13.9% | +19.1% |
| 3M | +21.6% | +5.7% | +15.9% | +30.5% |
| 6M | +87.7% | +9.7% | +78.0% | +117.9% |
| All | +87.7% | +10.6% | +77.1% | +117.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling