+1,264.0%
KEEL vs FROG
+22.5%
+1,241.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +19.3% | -4.8% | +24.1% | +21.1% |
| 30D | +9.1% | -0.9% | +10.1% | +8.7% |
| 3M | -31.5% | +7.5% | -39.0% | -33.8% |
| 6M | +75.8% | +107.0% | -31.2% | +33.3% |
| YTD | +57.9% | +39.8% | +18.1% | +33.4% |
| 1Y | +133.3% | +74.8% | +58.5% | +78.4% |
| 3Y | +204.1% | +219.3% | -15.2% | +67.8% |
| 5Y | -37.5% | +133.0% | -170.5% | -69.4% |
| All | +1,264.0% | +22.5% | +1,241.5% | +450.7% |
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