+122.4%
KEY vs FROG
+45.3%
+77.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.1% |
| 7D | +0.5% | +17.0% | -16.5% | -1.4% |
| 30D | +6.9% | +1.3% | +5.6% | +6.0% |
| 3M | -5.0% | +17.5% | -22.5% | -7.5% |
| 6M | +0.7% | +46.8% | -46.0% | -4.7% |
| YTD | +6.5% | +65.8% | -59.3% | -2.1% |
| 1Y | +22.6% | +61.0% | -38.4% | +13.1% |
| 3Y | +125.3% | +296.7% | -171.4% | +81.2% |
| 5Y | +13.9% | +177.8% | -163.9% | -11.7% |
| All | +122.4% | +45.3% | +77.1% | +71.1% |
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 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