+128.4%
KRE vs FROG
+24.4%
+104.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -1.4% | -2.2% | +0.7% | -1.2% |
| 30D | -3.9% | +3.0% | -6.9% | -4.3% |
| 3M | +3.6% | +10.3% | -6.7% | +2.1% |
| 6M | +15.4% | +116.7% | -101.3% | +5.4% |
| YTD | +15.2% | +41.9% | -26.7% | +9.1% |
| 1Y | +16.5% | +78.5% | -62.1% | +6.8% |
| 3Y | +85.2% | +224.1% | -139.0% | +54.5% |
| 5Y | +33.1% | +142.4% | -109.3% | +7.6% |
| All | +128.4% | +24.4% | +104.0% | +82.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling