+62.9%
KO vs FROG
+224.1%
-161.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.4% |
| 7D | -1.1% | -2.2% | +1.1% | -1.1% |
| 30D | +1.6% | +3.0% | -1.4% | +1.7% |
| 3M | +5.8% | +10.3% | -4.6% | +6.1% |
| 6M | +14.3% | +116.7% | -102.4% | +15.7% |
| YTD | +27.3% | +41.9% | -14.6% | +28.8% |
| 1Y | +33.2% | +78.5% | -45.3% | +34.4% |
| All | +62.9% | +224.1% | -161.2% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling