-0.6%
KMB vs FROG
+160.8%
-161.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.2% | -1.1% |
| 7D | +0.5% | +7.0% | -6.5% | +0.8% |
| 30D | +12.4% | +2.9% | +9.5% | +12.8% |
| 3M | +1.0% | +21.6% | -20.6% | +1.6% |
| 6M | +12.1% | +87.7% | -75.5% | +13.6% |
| YTD | +11.6% | +61.7% | -50.1% | +13.2% |
| 1Y | +13.1% | +113.7% | -100.6% | +14.9% |
| 3Y | +1.6% | +267.7% | -266.2% | +3.8% |
| All | -0.6% | +160.8% | -161.4% | -1.8% |
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