+70.7%
FROG vs KMX
-50.3%
+121.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.6% |
| 7D | +48.2% | 0.0% | +48.3% | +48.0% |
| 30D | +11.4% | +3.5% | +7.9% | +9.8% |
| 3M | +28.5% | -10.4% | +39.0% | +31.2% |
| 6M | +63.7% | +37.6% | +26.1% | +45.4% |
| YTD | +77.1% | +36.1% | +41.0% | +55.0% |
| 1Y | +79.3% | +52.8% | +26.6% | +50.8% |
| 3Y | +323.8% | -17.0% | +340.8% | +312.1% |
| 5Y | +198.9% | -64.7% | +263.6% | +247.1% |
| All | +70.7% | -50.3% | +121.0% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling