+288.8%
KLAC vs FROG
+202.6%
+86.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +10.6% | -5.5% | +16.1% | +11.4% |
| 30D | -4.5% | -3.1% | -1.4% | -4.3% |
| 3M | -10.3% | +1.2% | -11.5% | -11.0% |
| 6M | +40.9% | +113.7% | -72.8% | +24.4% |
| YTD | +56.1% | +38.9% | +17.2% | +45.7% |
| 1Y | +109.0% | +72.0% | +37.0% | +86.1% |
| 3Y | +288.8% | +217.1% | +71.7% | +188.3% |
| All | +288.8% | +202.6% | +86.2% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling