+67.7%
KORU vs FROG
+133.6%
-65.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +20.1% | -4.8% | +24.9% | +22.2% |
| 30D | +47.5% | -0.9% | +48.4% | +47.7% |
| 3M | -30.1% | +7.5% | -37.5% | -31.7% |
| 6M | +20.1% | +107.0% | -86.9% | -7.1% |
| YTD | +166.6% | +39.8% | +126.8% | +126.3% |
| 1Y | +458.9% | +74.8% | +384.1% | +322.7% |
| 3Y | +531.8% | +219.3% | +312.5% | +223.4% |
| 5Y | +67.7% | +133.0% | -65.3% | -8.5% |
| All | +67.7% | +133.6% | -65.9% | -8.5% |
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 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