+85.6%
FROG vs KMX
+53.7%
+31.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.0% |
| 7D | +48.2% | 0.0% | +48.3% | +48.2% |
| 30D | +11.4% | +3.5% | +7.9% | +11.1% |
| 3M | +28.5% | -10.4% | +39.0% | +28.8% |
| 6M | +63.7% | +37.6% | +26.1% | +54.7% |
| YTD | +77.1% | +36.1% | +41.0% | +63.7% |
| All | +85.6% | +53.7% | +31.9% | +65.7% |
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