-1.1%
KHC vs FROG
+73.6%
-74.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -2.2% | -5.5% | +3.3% | -2.2% |
| 30D | -0.1% | -3.1% | +3.0% | -0.1% |
| 3M | +8.3% | +1.2% | +7.1% | +8.4% |
| 6M | +5.0% | +113.7% | -108.7% | +4.0% |
| YTD | +8.0% | +38.9% | -30.9% | +7.9% |
| 1Y | -1.1% | +72.0% | -73.1% | -3.4% |
| All | -1.1% | +73.6% | -74.7% | -3.4% |
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