+147.5%
KGC vs FROG
+59.4%
+88.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | 0.0% |
| 7D | -6.7% | +12.5% | -19.2% | -7.7% |
| 30D | -6.7% | +23.5% | -30.2% | -9.1% |
| 3M | -22.6% | +19.4% | -42.0% | -24.5% |
| 6M | -33.4% | +77.0% | -110.4% | -37.8% |
| YTD | -26.0% | +81.9% | -107.9% | -31.7% |
| 1Y | -18.3% | +90.7% | -109.0% | -25.1% |
| 3Y | +315.8% | +328.5% | -12.7% | +238.8% |
| 5Y | +225.7% | +207.0% | +18.7% | +161.2% |
| All | +147.5% | +59.4% | +88.1% | +97.9% |
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