+43.5%
KDP vs FROG
+83.7%
-40.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.3% | +5.7% |
| 7D | +5.3% | -14.1% | +19.4% | +4.5% |
| 30D | +19.1% | -11.8% | +30.9% | +18.5% |
| 3M | +19.2% | +0.1% | +19.0% | +19.4% |
| 6M | +29.3% | +64.2% | -34.9% | +33.0% |
| YTD | +35.5% | +38.2% | -2.7% | +38.6% |
| 1Y | +43.5% | +85.4% | -41.9% | +51.9% |
| All | +43.5% | +83.7% | -40.2% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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