+259.4%
KGC vs FROG
+21.7%
+237.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | +2.4% | -5.5% | +7.9% | +3.0% |
| 30D | +9.2% | -3.1% | +12.3% | +9.4% |
| 3M | +16.7% | +1.2% | +15.5% | +16.2% |
| 6M | -7.0% | +113.7% | -120.7% | -14.3% |
| YTD | +7.5% | +38.9% | -31.4% | +2.5% |
| 1Y | +34.4% | +72.0% | -37.6% | +24.9% |
| 3Y | +552.0% | +217.1% | +334.9% | +450.2% |
| 5Y | +454.5% | +130.6% | +323.9% | +359.3% |
| All | +259.4% | +21.7% | +237.7% | +197.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling