+452.1%
KLAC vs FROG
+133.6%
+318.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | +6.2% | -4.8% | +11.0% | +7.2% |
| 30D | -5.0% | -0.9% | -4.1% | -5.2% |
| 3M | -14.4% | +7.5% | -21.9% | -16.6% |
| 6M | +28.3% | +107.0% | -78.7% | +6.0% |
| YTD | +51.1% | +39.8% | +11.3% | +34.3% |
| 1Y | +100.4% | +74.8% | +25.6% | +65.6% |
| 3Y | +276.3% | +219.3% | +57.1% | +137.6% |
| 5Y | +452.1% | +133.0% | +319.1% | +262.1% |
| All | +452.1% | +133.6% | +318.5% | +262.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling