+186.2%
KKR vs FROG
+59.4%
+126.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.4% |
| 7D | +1.6% | +12.5% | -10.9% | -0.5% |
| 30D | +14.5% | +23.5% | -9.0% | +8.5% |
| 3M | -15.0% | +19.4% | -34.4% | -19.3% |
| 6M | +1.0% | +77.0% | -76.0% | -12.3% |
| YTD | -22.6% | +81.9% | -104.5% | -35.0% |
| 1Y | -18.2% | +90.7% | -108.9% | -32.0% |
| 3Y | +56.4% | +328.5% | -272.1% | +2.2% |
| 5Y | +29.6% | +207.0% | -177.5% | -17.6% |
| All | +186.2% | +59.4% | +126.8% | +86.5% |
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 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