+81.0%
FROG vs KRMN
-25.5%
+106.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.2% |
| 7D | -11.3% | -12.3% | +1.0% | -10.1% |
| 30D | +3.6% | -27.5% | +31.1% | +7.0% |
| 3M | +1.7% | -26.5% | +28.2% | +4.4% |
| 6M | +123.5% | -59.6% | +183.1% | +146.4% |
| YTD | +40.2% | -45.4% | +85.6% | +50.3% |
| 1Y | +81.0% | -25.1% | +106.1% | +77.5% |
| All | +81.0% | -25.5% | +106.5% | +77.5% |
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