+17.6%
KMI vs FROG
+76.4%
-58.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.4% |
| 7D | -2.1% | -2.2% | +0.1% | -2.1% |
| 30D | -1.7% | +3.0% | -4.6% | -1.6% |
| 3M | -1.9% | +10.3% | -12.2% | -1.7% |
| 6M | -4.3% | +116.7% | -121.0% | -4.2% |
| YTD | +15.8% | +41.9% | -26.1% | +16.5% |
| 1Y | +17.6% | +78.5% | -60.9% | +16.2% |
| All | +17.6% | +76.4% | -58.8% | +16.2% |
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 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