+26.2%
KLAC vs FROG
+83.7%
-57.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.9% |
| 7D | -5.7% | -14.1% | +8.4% | -4.7% |
| 30D | -27.6% | -11.8% | -15.8% | -27.0% |
| 3M | -23.3% | +0.1% | -23.4% | -23.3% |
| 6M | -12.4% | +64.2% | -76.6% | -14.0% |
| YTD | +23.7% | +38.2% | -14.5% | +21.4% |
| 1Y | +26.2% | +85.4% | -59.2% | +21.7% |
| All | +26.2% | +83.7% | -57.5% | +21.7% |
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