+157.6%
KMI vs FROG
+133.6%
+24.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -1.8% | -4.8% | +3.1% | -1.5% |
| 30D | +0.1% | -0.9% | +1.0% | 0.0% |
| 3M | +1.2% | +7.5% | -6.3% | +0.4% |
| 6M | -3.9% | +107.0% | -110.9% | -9.1% |
| YTD | +17.5% | +39.8% | -22.3% | +13.8% |
| 1Y | +22.6% | +74.8% | -52.2% | +16.0% |
| 3Y | +116.3% | +219.3% | -103.0% | +89.3% |
| 5Y | +157.6% | +133.0% | +24.6% | +131.3% |
| All | +157.6% | +133.6% | +24.0% | +131.3% |
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 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