+107.9%
KR vs FROG
+22.3%
+85.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.7% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | +5.1% | +1.3% | +3.7% | +5.1% |
| 3M | -8.2% | +11.1% | -19.2% | -7.9% |
| 6M | -18.0% | +108.3% | -126.3% | -17.3% |
| YTD | -4.8% | +39.6% | -44.3% | -4.2% |
| 1Y | -11.0% | +74.7% | -85.8% | -10.3% |
| 3Y | +37.7% | +224.1% | -186.4% | +39.0% |
| 5Y | +52.8% | +138.4% | -85.6% | +55.2% |
| All | +107.9% | +22.3% | +85.6% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling