+85.4%
FROG vs KRMN
-59.3%
+144.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -13.5% | +11.1% | -1.2% |
| 7D | -14.1% | -10.0% | -4.0% | -13.2% |
| 30D | -11.8% | +3.5% | -15.3% | -12.1% |
| 3M | +0.1% | -36.7% | +36.8% | +4.1% |
| 6M | +64.2% | -47.7% | +111.9% | +71.8% |
| YTD | +38.2% | -53.3% | +91.5% | +53.6% |
| 1Y | +85.4% | -59.7% | +145.1% | +108.0% |
| All | +85.4% | -59.3% | +144.7% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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