-4.8%
KMB vs FROG
+51.8%
-56.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | +3.4% |
| 7D | +3.4% | +27.1% | -23.7% | +4.0% |
| 30D | +14.7% | +5.8% | +8.9% | +15.1% |
| 3M | +3.3% | +20.8% | -17.6% | +3.9% |
| 6M | +16.8% | +53.3% | -36.5% | +17.9% |
| YTD | +15.2% | +73.2% | -58.0% | +16.7% |
| 1Y | +13.3% | +80.3% | -67.0% | +14.8% |
| 3Y | +5.4% | +318.3% | -312.9% | +7.6% |
| 5Y | +2.7% | +179.9% | -177.2% | +4.6% |
| All | -4.8% | +51.8% | -56.6% | -2.7% |
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