+13.1%
KMB vs FROG
+118.5%
-105.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.2% | -0.6% |
| 7D | +0.5% | +7.0% | -6.5% | +1.1% |
| 30D | +12.4% | +2.9% | +9.5% | +13.1% |
| 3M | +1.0% | +21.6% | -20.6% | +2.0% |
| 6M | +12.1% | +87.7% | -75.5% | +14.0% |
| YTD | +11.6% | +61.7% | -50.1% | +14.7% |
| 1Y | +13.1% | +113.7% | -100.6% | +14.1% |
| All | +13.1% | +118.5% | -105.4% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling