+7.0%
KHC vs FROG
+78.6%
-71.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -0.4% |
| 7D | -2.0% | +27.1% | -29.2% | -0.6% |
| 30D | +9.7% | +5.8% | +3.8% | +10.9% |
| 3M | -2.0% | +20.8% | -22.9% | -0.7% |
| 6M | +5.4% | +53.3% | -47.9% | +7.3% |
| YTD | +5.9% | +73.2% | -67.3% | +6.7% |
| All | +7.0% | +78.6% | -71.6% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling