-17.6%
KEYS vs FROG
+67.3%
-84.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -19.7% |
| 3M | -15.9% | +19.4% | -35.3% | -18.5% |
| 6M | -17.6% | +77.0% | -94.6% | -17.0% |
| All | -17.6% | +67.3% | -84.9% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling