+232.4%
KEYS vs FROG
+24.4%
+208.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | -5.3% | +3.0% | -8.2% | -5.9% |
| 3M | +0.5% | +10.3% | -9.8% | -1.9% |
| 6M | +14.0% | +116.7% | -102.6% | -2.0% |
| YTD | +60.3% | +41.9% | +18.3% | +45.9% |
| 1Y | +91.3% | +78.5% | +12.8% | +65.6% |
| 3Y | +146.1% | +224.1% | -78.0% | +82.9% |
| 5Y | +80.8% | +142.4% | -61.6% | +31.6% |
| All | +232.4% | +24.4% | +208.0% | +151.1% |
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 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