+103.3%
KR vs FROG
+21.7%
+81.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.4% |
| 7D | -1.3% | -5.5% | +4.2% | -1.4% |
| 30D | +1.5% | -3.1% | +4.6% | +1.5% |
| 3M | -8.5% | +1.2% | -9.8% | -8.4% |
| 6M | -21.9% | +113.7% | -135.6% | -21.2% |
| YTD | -6.9% | +38.9% | -45.7% | -6.3% |
| 1Y | -14.0% | +72.0% | -86.0% | -13.3% |
| 3Y | +30.3% | +217.1% | -186.8% | +31.5% |
| 5Y | +37.7% | +130.6% | -92.9% | +40.0% |
| All | +103.3% | +21.7% | +81.6% | +113.1% |
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