+85.4%
FROG vs KMX
+35.0%
+50.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -2.5% |
| 7D | -14.1% | +2.1% | -16.2% | -14.2% |
| 30D | -11.8% | +0.5% | -12.3% | -11.9% |
| 3M | +0.1% | -4.1% | +4.3% | +0.1% |
| 6M | +64.2% | +49.5% | +14.7% | +54.7% |
| YTD | +38.2% | +42.7% | -4.5% | +30.0% |
| 1Y | +85.4% | +35.3% | +50.1% | +74.5% |
| All | +85.4% | +35.0% | +50.4% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling