-38.2%
KEEL vs FROG
+136.2%
-174.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.5% | -8.8% | -8.0% |
| 7D | +2.7% | -2.2% | +4.8% | +3.5% |
| 30D | +4.6% | +3.0% | +1.6% | +1.9% |
| 3M | -34.5% | +10.3% | -44.8% | -38.5% |
| 6M | +59.3% | +116.7% | -57.4% | +3.9% |
| YTD | +46.4% | +41.9% | +4.5% | +13.2% |
| 1Y | +96.6% | +78.5% | +18.1% | +29.5% |
| 3Y | +182.0% | +224.1% | -42.2% | +1.7% |
| 5Y | -38.2% | +142.4% | -180.7% | -75.1% |
| All | -38.2% | +136.2% | -174.5% | -75.1% |
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 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