+105.8%
KO vs FROG
+22.9%
+82.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.9% |
| 7D | -1.8% | -11.3% | +9.5% | -1.8% |
| 30D | +1.4% | +3.6% | -2.2% | +1.5% |
| 3M | +15.4% | +1.7% | +13.7% | +15.4% |
| 6M | +14.3% | +123.5% | -109.3% | +14.4% |
| YTD | +27.7% | +40.2% | -12.6% | +28.0% |
| 1Y | +32.7% | +81.0% | -48.3% | +32.7% |
| 3Y | +62.2% | +194.8% | -132.6% | +60.3% |
| 5Y | +80.0% | +131.8% | -51.8% | +76.6% |
| All | +105.8% | +22.9% | +82.9% | +104.2% |
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 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