+230.9%
KMI vs FROG
+22.9%
+208.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.5% |
| 7D | -0.5% | -11.3% | +10.8% | 0.0% |
| 30D | +0.9% | +3.6% | -2.7% | +0.6% |
| 3M | 0.0% | +1.7% | -1.7% | -0.3% |
| 6M | -5.7% | +123.5% | -129.2% | -10.0% |
| YTD | +17.5% | +40.2% | -22.8% | +14.6% |
| 1Y | +22.3% | +81.0% | -58.7% | +17.0% |
| 3Y | +111.9% | +194.8% | -82.8% | +94.0% |
| 5Y | +151.8% | +131.8% | +20.0% | +126.3% |
| All | +230.9% | +22.9% | +208.0% | +197.7% |
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