+41.2%
KEY vs FROG
+129.7%
-88.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.7% |
| 7D | +2.2% | -11.3% | +13.5% | +3.8% |
| 30D | -3.0% | +3.6% | -6.7% | -3.8% |
| 3M | +3.3% | +1.7% | +1.7% | +2.3% |
| 6M | +9.2% | +123.5% | -114.3% | -5.2% |
| YTD | +10.6% | +40.2% | -29.6% | +2.1% |
| 1Y | +20.4% | +81.0% | -60.6% | +5.3% |
| 3Y | +121.8% | +194.8% | -72.9% | +68.1% |
| All | +41.2% | +129.7% | -88.5% | +10.1% |
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 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