+309.5%
KLAC vs FROG
+192.7%
+116.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.8% | -0.5% | +4.0% |
| 7D | +7.5% | +26.8% | -19.3% | +1.4% |
| 30D | -15.3% | +10.6% | -25.9% | -18.0% |
| 3M | -19.6% | +27.2% | -46.8% | -25.0% |
| 6M | -12.5% | +58.7% | -71.2% | -23.1% |
| YTD | +33.0% | +75.3% | -42.3% | +11.2% |
| 1Y | +35.9% | +71.1% | -35.2% | +14.1% |
| 3Y | +208.6% | +319.6% | -110.9% | +81.4% |
| 5Y | +309.5% | +195.7% | +113.8% | +141.8% |
| All | +309.5% | +192.7% | +116.8% | +141.8% |
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 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