+239.4%
KMI vs FROG
+59.4%
+180.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.4% |
| 7D | +6.5% | +12.5% | -6.0% | +6.0% |
| 30D | -3.4% | +23.5% | -27.0% | -4.5% |
| 3M | +0.4% | +19.4% | -19.0% | -0.7% |
| 6M | -0.9% | +77.0% | -77.9% | -4.0% |
| YTD | +20.5% | +81.9% | -61.4% | +15.9% |
| 1Y | +23.2% | +90.7% | -67.5% | +18.1% |
| 3Y | +121.6% | +328.5% | -206.9% | +99.3% |
| 5Y | +149.1% | +207.0% | -57.9% | +120.9% |
| All | +239.4% | +59.4% | +180.0% | +201.1% |
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 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