+463.0%
KGC vs FROG
+129.7%
+333.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.9% |
| 7D | -1.3% | -11.3% | +10.0% | 0.0% |
| 30D | +20.3% | +3.6% | +16.6% | +19.6% |
| 3M | +8.1% | +1.7% | +6.4% | +7.4% |
| 6M | -8.8% | +123.5% | -132.3% | -17.5% |
| YTD | +10.1% | +40.2% | -30.2% | +4.2% |
| 1Y | +44.2% | +81.0% | -36.8% | +31.7% |
| 3Y | +533.0% | +194.8% | +338.3% | +419.1% |
| All | +463.0% | +129.7% | +333.3% | +329.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling