+35.2%
FROG vs KMX
-40.1%
+75.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.4% | -3.6% |
| 7D | -11.3% | +1.9% | -13.2% | -11.8% |
| 30D | +3.6% | +11.7% | -8.0% | +0.3% |
| 3M | +1.7% | +34.9% | -33.2% | -7.8% |
| 6M | +123.5% | +50.3% | +73.3% | +94.4% |
| YTD | +40.2% | +63.8% | -23.5% | +17.7% |
| 1Y | +81.0% | +3.8% | +77.2% | +71.5% |
| 3Y | +194.8% | -24.3% | +219.0% | +200.4% |
| 5Y | +131.8% | -50.2% | +182.0% | +154.0% |
| All | +35.2% | -40.1% | +75.3% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling