-10.7%
KMB vs FROG
+22.9%
-33.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.6% |
| 7D | -3.0% | -11.3% | +8.2% | -3.2% |
| 30D | -5.5% | +3.6% | -9.1% | -5.4% |
| 3M | +14.0% | +1.7% | +12.3% | +14.1% |
| 6M | +4.1% | +123.5% | -119.4% | +5.1% |
| YTD | +8.0% | +40.2% | -32.2% | +8.8% |
| 1Y | -13.7% | +81.0% | -94.7% | -13.0% |
| 3Y | -5.9% | +194.8% | -200.7% | -4.7% |
| 5Y | -8.6% | +131.8% | -140.4% | -7.5% |
| All | -10.7% | +22.9% | -33.6% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling