+165.1%
KGC vs FROG
+41.7%
+123.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +35.3% | -32.3% | -0.2% |
| 7D | +10.5% | +7.0% | +3.5% | +9.1% |
| 30D | -4.1% | +2.9% | -6.9% | -4.9% |
| 3M | -13.1% | +21.6% | -34.7% | -15.5% |
| 6M | -27.5% | +87.7% | -115.2% | -32.8% |
| YTD | -20.7% | +61.7% | -82.4% | -26.1% |
| 1Y | -6.1% | +113.7% | -119.7% | -15.1% |
| 3Y | +318.6% | +267.7% | +50.9% | +246.2% |
| 5Y | +289.9% | +158.8% | +131.1% | +216.8% |
| All | +165.1% | +41.7% | +123.4% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling