+482.2%
KORU vs FROG
+83.7%
+398.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -3.3% | +16.8% | +14.4% |
| 7D | +13.0% | -11.3% | +24.3% | +17.0% |
| 30D | +27.3% | +3.6% | +23.6% | +26.3% |
| 3M | -55.3% | +1.7% | -57.0% | -55.3% |
| 6M | +11.6% | +123.5% | -111.9% | +6.0% |
| YTD | +158.5% | +40.2% | +118.3% | +140.2% |
| 1Y | +482.2% | +81.0% | +401.2% | +455.3% |
| All | +482.2% | +83.7% | +398.4% | +455.3% |
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 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