+17.0%
KDP vs FROG
+160.8%
-143.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +35.3% | -36.0% | -0.5% |
| 7D | +2.2% | +7.0% | -4.8% | +2.3% |
| 30D | +19.9% | +2.9% | +17.1% | +20.1% |
| 3M | +21.5% | +21.6% | -0.1% | +21.5% |
| 6M | +30.1% | +87.7% | -57.6% | +29.6% |
| YTD | +34.9% | +61.7% | -26.7% | +34.7% |
| 1Y | +43.4% | +113.7% | -70.3% | +42.2% |
| 3Y | +29.1% | +267.7% | -238.7% | +24.8% |
| All | +17.0% | +160.8% | -143.8% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling