+115.0%
KEY vs FROG
+176.4%
-61.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.6% | +10.8% | -1.5% |
| 7D | -2.5% | -24.5% | +22.0% | 0.0% |
| 30D | +4.1% | -24.3% | +28.3% | +6.5% |
| 3M | -8.4% | -11.7% | +3.4% | -8.0% |
| 6M | -2.3% | +37.1% | -39.4% | -7.5% |
| YTD | +4.6% | +19.5% | -14.9% | -0.4% |
| 1Y | +24.6% | +61.8% | -37.2% | +12.2% |
| All | +115.0% | +176.4% | -61.3% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling