+4.8%
KHC vs FROG
+55.2%
-50.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | -3.3% | +48.2% | -51.5% | -2.8% |
| 30D | +9.1% | +11.4% | -2.3% | +9.6% |
| 3M | +1.4% | +28.5% | -27.2% | +1.8% |
| 6M | +8.4% | +63.7% | -55.4% | +8.8% |
| YTD | +6.2% | +77.1% | -70.9% | +6.6% |
| 1Y | +5.7% | +79.3% | -73.7% | +6.1% |
| 3Y | -12.0% | +323.8% | -335.8% | -11.7% |
| 5Y | -15.3% | +198.9% | -214.3% | -14.6% |
| All | +4.8% | +55.2% | -50.4% | +9.2% |
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