+962.4%
KLAC vs FROG
+22.3%
+940.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.6% | +2.3% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -13.2% | +1.3% | -14.5% | -13.8% |
| 3M | -25.0% | +11.1% | -36.1% | -27.2% |
| 6M | +23.6% | +108.3% | -84.7% | +3.6% |
| YTD | +49.2% | +39.6% | +9.6% | +33.8% |
| 1Y | +89.3% | +74.7% | +14.6% | +59.2% |
| 3Y | +274.4% | +224.1% | +50.3% | +152.1% |
| 5Y | +440.9% | +138.4% | +302.6% | +262.2% |
| All | +962.4% | +22.3% | +940.1% | +654.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling