+68.0%
KKR vs FROG
+219.3%
-151.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.7% |
| 7D | -2.2% | -4.8% | +2.6% | -1.4% |
| 30D | +0.3% | -0.9% | +1.2% | +0.2% |
| 3M | +8.8% | +7.5% | +1.4% | +6.7% |
| 6M | +14.9% | +107.0% | -92.1% | -0.9% |
| YTD | -17.9% | +39.8% | -57.7% | -24.8% |
| 1Y | -23.7% | +74.8% | -98.5% | -33.7% |
| All | +68.0% | +219.3% | -151.2% | +23.5% |
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