+234.0%
KEYS vs FROG
+22.9%
+211.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.9% |
| 7D | +2.3% | -11.3% | +13.5% | +4.1% |
| 30D | -2.6% | +3.6% | -6.3% | -3.5% |
| 3M | -4.6% | +1.7% | -6.3% | -5.7% |
| 6M | +8.7% | +123.5% | -114.8% | -7.1% |
| YTD | +61.0% | +40.2% | +20.8% | +46.9% |
| 1Y | +96.0% | +81.0% | +15.0% | +69.1% |
| 3Y | +144.4% | +194.8% | -50.3% | +84.6% |
| 5Y | +80.5% | +131.8% | -51.3% | +32.0% |
| All | +234.0% | +22.9% | +211.1% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling