-27.1%
KKR vs FROG
+76.4%
-103.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.3% |
| 7D | -8.1% | -2.2% | -5.9% | -7.9% |
| 30D | -9.1% | +3.0% | -12.1% | -9.5% |
| 3M | +6.4% | +10.3% | -4.0% | +4.7% |
| 6M | +12.6% | +116.7% | -104.1% | +0.9% |
| YTD | -20.4% | +41.9% | -62.4% | -25.7% |
| 1Y | -27.1% | +78.5% | -105.6% | -33.8% |
| All | -27.1% | +76.4% | -103.4% | -33.8% |
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