+178.3%
KORU vs FROG
+22.9%
+155.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -3.3% | +16.8% | +14.6% |
| 7D | +13.0% | -11.3% | +24.3% | +17.9% |
| 30D | +27.3% | +3.6% | +23.6% | +25.5% |
| 3M | -55.3% | +1.7% | -57.0% | -55.1% |
| 6M | +11.6% | +123.5% | -111.9% | -13.8% |
| YTD | +158.5% | +40.2% | +118.3% | +122.6% |
| 1Y | +482.2% | +81.0% | +401.2% | +347.9% |
| 3Y | +471.9% | +194.8% | +277.2% | +237.2% |
| 5Y | +41.1% | +131.8% | -90.7% | -18.3% |
| All | +178.3% | +22.9% | +155.4% | +75.5% |
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 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