+825.1%
KLAC vs FROG
+55.2%
+769.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | +21.2% | +48.2% | -27.0% | +10.9% |
| 30D | -14.5% | +11.4% | -25.9% | -17.2% |
| 3M | -24.4% | +28.5% | -52.9% | -29.4% |
| 6M | -12.9% | +63.7% | -76.7% | -23.3% |
| YTD | +29.9% | +77.1% | -47.1% | +9.6% |
| 1Y | +31.9% | +79.3% | -47.4% | +10.8% |
| 3Y | +201.5% | +323.8% | -122.2% | +90.3% |
| 5Y | +298.6% | +198.9% | +99.6% | +151.9% |
| All | +825.1% | +55.2% | +769.9% | +517.8% |
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