+66.5%
KKR vs FROG
+136.9%
-70.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -6.2% | -0.5% | -5.7% | -6.1% |
| 30D | -8.9% | +1.3% | -10.2% | -9.4% |
| 3M | +6.3% | +11.1% | -4.8% | +2.5% |
| 6M | +16.5% | +108.3% | -91.9% | -5.3% |
| YTD | -20.3% | +39.6% | -59.8% | -29.6% |
| 1Y | -29.8% | +74.7% | -104.5% | -42.4% |
| 3Y | +63.2% | +224.1% | -160.9% | +2.7% |
| All | +66.5% | +136.9% | -70.4% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling