+123.1%
KEY vs FROG
+51.8%
+71.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +2.0% |
| 7D | -0.4% | +27.1% | -27.5% | -3.1% |
| 30D | +7.2% | +5.8% | +1.4% | +5.9% |
| 3M | -4.9% | +20.8% | -25.7% | -7.6% |
| 6M | +1.1% | +53.3% | -52.3% | -4.8% |
| YTD | +6.8% | +73.2% | -66.4% | -2.1% |
| 1Y | +23.3% | +80.3% | -57.0% | +12.3% |
| 3Y | +126.1% | +318.3% | -192.3% | +80.9% |
| 5Y | +15.2% | +179.9% | -164.7% | -11.2% |
| All | +123.1% | +51.8% | +71.3% | +71.0% |
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