+131.6%
FROG vs KRMN
+17.4%
+114.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.3% | +11.9% | +2.3% |
| 7D | -4.8% | -12.9% | +8.1% | -3.0% |
| 30D | -0.9% | -43.3% | +42.4% | +7.3% |
| 3M | +7.5% | -27.2% | +34.6% | +11.6% |
| 6M | +107.0% | -66.8% | +173.8% | +143.6% |
| YTD | +39.8% | -51.9% | +91.7% | +51.3% |
| 1Y | +74.8% | -43.7% | +118.5% | +79.4% |
| All | +131.6% | +17.4% | +114.2% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling