-10.7%
KHC vs FROG
+335.2%
-346.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.6% |
| 7D | +2.0% | +12.5% | -10.5% | +2.3% |
| 30D | +10.6% | +23.5% | -12.9% | +11.4% |
| 3M | +0.5% | +19.4% | -18.9% | +1.2% |
| 6M | +12.1% | +77.0% | -64.9% | +12.8% |
| YTD | +8.9% | +81.9% | -73.0% | +9.7% |
| 1Y | +7.5% | +90.7% | -83.2% | +8.2% |
| 3Y | -10.7% | +328.5% | -339.2% | -10.9% |
| All | -10.7% | +335.2% | -346.0% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling