+123.6%
KEY vs FROG
+59.4%
+64.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | +2.9% | +12.5% | -9.6% | +1.8% |
| 30D | +8.4% | +23.5% | -15.1% | +5.6% |
| 3M | -5.8% | +19.4% | -25.2% | -8.2% |
| 6M | +5.4% | +77.0% | -71.6% | -2.1% |
| YTD | +7.1% | +81.9% | -74.8% | -2.4% |
| 1Y | +26.8% | +90.7% | -63.9% | +14.8% |
| 3Y | +128.7% | +328.5% | -199.8% | +82.6% |
| 5Y | +13.6% | +207.0% | -193.4% | -12.6% |
| All | +123.6% | +59.4% | +64.2% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling