+5.1%
KHC vs FROG
+72.4%
-67.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | +0.4% |
| 7D | -4.6% | +26.8% | -31.4% | -3.1% |
| 30D | +8.1% | +10.6% | -2.5% | +9.4% |
| 3M | 0.0% | +27.2% | -27.2% | +1.5% |
| 6M | +7.9% | +58.7% | -50.8% | +9.9% |
| YTD | +5.3% | +75.3% | -70.1% | +6.1% |
| 1Y | +5.1% | +71.1% | -66.0% | +6.0% |
| All | +5.1% | +72.4% | -67.3% | +6.0% |
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