+57.6%
KDP vs FROG
+53.7%
+3.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | +1.7% |
| 7D | +4.0% | +26.8% | -22.9% | +3.9% |
| 30D | +16.8% | +10.6% | +6.2% | +16.8% |
| 3M | +32.0% | +27.2% | +4.8% | +31.8% |
| 6M | +35.2% | +58.7% | -23.5% | +34.4% |
| YTD | +40.9% | +75.3% | -34.4% | +39.8% |
| 1Y | +47.7% | +71.1% | -23.4% | +46.6% |
| 3Y | +34.8% | +319.6% | -284.8% | +28.8% |
| 5Y | +22.6% | +195.7% | -173.0% | +17.9% |
| All | +57.6% | +53.7% | +3.9% | +56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling