+226.2%
KMI vs FROG
+24.4%
+201.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -2.1% | -2.2% | +0.1% | -2.0% |
| 30D | -1.7% | +3.0% | -4.6% | -1.9% |
| 3M | -1.9% | +10.3% | -12.2% | -2.5% |
| 6M | -4.3% | +116.7% | -121.0% | -8.5% |
| YTD | +15.8% | +41.9% | -26.1% | +12.9% |
| 1Y | +17.6% | +78.5% | -60.9% | +12.7% |
| 3Y | +113.1% | +224.1% | -111.0% | +94.2% |
| 5Y | +154.0% | +142.4% | +11.6% | +128.2% |
| All | +226.2% | +24.4% | +201.8% | +193.2% |
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