+13.0%
KEY vs FROG
+192.7%
-179.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | -0.2% |
| 7D | -0.5% | +26.8% | -27.3% | -4.0% |
| 30D | +6.7% | +10.6% | -3.9% | +4.5% |
| 3M | -4.6% | +27.2% | -31.8% | -8.8% |
| 6M | +2.6% | +58.7% | -56.1% | -5.7% |
| YTD | +7.0% | +75.3% | -68.4% | -5.1% |
| 1Y | +23.5% | +71.1% | -47.6% | +9.9% |
| 3Y | +126.4% | +319.6% | -193.2% | +61.5% |
| 5Y | +13.0% | +195.7% | -182.6% | -19.9% |
| All | +13.0% | +192.7% | -179.6% | -19.9% |
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