+141.4%
KEYS vs FROG
+335.2%
-193.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.5% |
| 7D | +9.4% | +12.5% | -3.1% | +7.5% |
| 30D | -16.8% | +23.5% | -40.3% | -19.8% |
| 3M | -15.9% | +19.4% | -35.3% | -18.9% |
| 6M | -17.6% | +77.0% | -94.6% | -25.5% |
| YTD | +46.5% | +81.9% | -35.4% | +28.9% |
| 1Y | +66.9% | +90.7% | -23.8% | +45.4% |
| 3Y | +141.4% | +328.5% | -187.1% | +62.4% |
| All | +141.4% | +335.2% | -193.9% | +62.4% |
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