+214.4%
KKR vs FROG
+22.9%
+191.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.2% |
| 7D | -0.9% | -11.3% | +10.4% | +1.4% |
| 30D | +2.2% | +3.6% | -1.5% | +1.1% |
| 3M | +13.1% | +1.7% | +11.4% | +11.6% |
| 6M | +15.3% | +123.5% | -108.3% | -4.7% |
| YTD | -15.0% | +40.2% | -55.3% | -23.6% |
| 1Y | -21.0% | +81.0% | -102.0% | -33.5% |
| 3Y | +76.7% | +194.8% | -118.0% | +26.1% |
| 5Y | +74.3% | +131.8% | -57.5% | +18.5% |
| All | +214.4% | +22.9% | +191.5% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling