+12.2%
KEY vs FROG
+160.8%
-148.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +35.3% | -35.9% | -4.7% |
| 7D | -1.3% | +7.0% | -8.3% | -2.8% |
| 30D | +5.1% | +2.9% | +2.3% | +3.8% |
| 3M | -7.1% | +21.6% | -28.7% | -10.7% |
| 6M | -4.4% | +87.7% | -92.0% | -14.8% |
| YTD | +4.0% | +61.7% | -57.7% | -6.7% |
| 1Y | +23.4% | +113.7% | -90.3% | +4.5% |
| 3Y | +113.9% | +267.7% | -153.8% | +55.8% |
| All | +12.2% | +160.8% | -148.6% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling