-4.3%
KGC vs FROG
+83.7%
-88.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +9.9% | +7.7% |
| 7D | -6.8% | -14.1% | +7.3% | -5.7% |
| 30D | -9.2% | -11.8% | +2.6% | -8.3% |
| 3M | -9.1% | +0.1% | -9.3% | -9.4% |
| 6M | -25.7% | +64.2% | -89.9% | -28.7% |
| YTD | -23.6% | +38.2% | -61.9% | -25.7% |
| 1Y | -4.3% | +85.4% | -89.7% | -9.4% |
| All | -4.3% | +83.7% | -88.0% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling