-45.3%
KEEL vs FROG
+83.7%
-129.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.6% |
| 7D | -13.6% | -14.1% | +0.5% | -10.8% |
| 30D | -39.1% | -11.8% | -27.4% | -37.5% |
| 3M | -48.9% | +0.1% | -49.0% | -48.7% |
| 6M | -35.4% | +64.2% | -99.6% | -38.6% |
| YTD | -10.6% | +38.2% | -48.9% | -16.6% |
| 1Y | -45.3% | +85.4% | -130.7% | -49.1% |
| All | -45.3% | +83.7% | -129.0% | -49.1% |
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