+83.1%
KEYS vs FROG
+133.6%
-50.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +2.9% | -4.8% | +7.7% | +3.8% |
| 30D | -1.3% | -0.9% | -0.4% | -1.5% |
| 3M | -0.1% | +7.5% | -7.6% | -2.3% |
| 6M | +17.4% | +107.0% | -89.6% | -0.3% |
| YTD | +62.9% | +39.8% | +23.1% | +47.0% |
| 1Y | +95.7% | +74.8% | +20.9% | +66.7% |
| 3Y | +150.2% | +219.3% | -69.1% | +75.5% |
| 5Y | +83.1% | +133.0% | -49.9% | +28.1% |
| All | +83.1% | +133.6% | -50.5% | +28.1% |
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