+33.3%
KDP vs FROG
+22.9%
+10.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.8% |
| 7D | +1.3% | -11.3% | +12.6% | +1.4% |
| 30D | +6.0% | +3.6% | +2.3% | +5.9% |
| 3M | +9.2% | +1.7% | +7.5% | +9.1% |
| 6M | +14.7% | +123.5% | -108.8% | +13.0% |
| YTD | +19.2% | +40.2% | -21.1% | +18.4% |
| 1Y | +15.2% | +81.0% | -65.8% | +13.5% |
| 3Y | +6.0% | +194.8% | -188.8% | +1.7% |
| 5Y | +5.4% | +131.8% | -126.4% | +1.4% |
| All | +33.3% | +22.9% | +10.4% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling