+135.1%
FROG vs KRMN
+14.6%
+120.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.9% |
| 7D | -2.2% | -15.1% | +13.0% | 0.0% |
| 30D | +3.0% | -44.5% | +47.4% | +11.8% |
| 3M | +10.3% | -25.0% | +35.3% | +14.1% |
| 6M | +116.7% | -66.5% | +183.2% | +154.1% |
| YTD | +41.9% | -53.0% | +94.9% | +54.1% |
| 1Y | +78.5% | -44.7% | +123.2% | +83.6% |
| All | +135.1% | +14.6% | +120.5% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling