+315.8%
KGC vs FROG
+335.2%
-19.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | 0.0% |
| 7D | -6.7% | +12.5% | -19.2% | -7.5% |
| 30D | -6.7% | +23.5% | -30.2% | -8.6% |
| 3M | -22.6% | +19.4% | -42.0% | -24.1% |
| 6M | -33.4% | +77.0% | -110.4% | -36.9% |
| YTD | -26.0% | +81.9% | -107.9% | -30.5% |
| 1Y | -18.3% | +90.7% | -109.0% | -23.6% |
| 3Y | +315.8% | +328.5% | -12.7% | +248.3% |
| All | +315.8% | +335.2% | -19.5% | +248.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling