+20.4%
KEY vs FROG
+83.7%
-63.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | +2.2% | -11.3% | +13.5% | +2.7% |
| 30D | -3.0% | +3.6% | -6.7% | -3.2% |
| 3M | +3.3% | +1.7% | +1.7% | +3.1% |
| 6M | +9.2% | +123.5% | -114.3% | +4.2% |
| YTD | +10.6% | +40.2% | -29.6% | +8.6% |
| 1Y | +20.4% | +81.0% | -60.6% | +12.7% |
| All | +20.4% | +83.7% | -63.3% | +12.7% |
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 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