-9.8%
KHC vs FROG
+198.7%
-208.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -1.8% | -11.3% | +9.5% | -1.7% |
| 30D | -1.9% | +3.6% | -5.5% | -1.9% |
| 3M | +14.4% | +1.7% | +12.7% | +14.4% |
| 6M | +8.7% | +123.5% | -114.8% | +7.8% |
| YTD | +7.8% | +40.2% | -32.5% | +7.3% |
| 1Y | -1.5% | +81.0% | -82.5% | -2.5% |
| All | -9.8% | +198.7% | -208.4% | -19.5% |
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