+125.7%
KRE vs FROG
+55.2%
+70.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +0.3% | +48.2% | -47.9% | -3.4% |
| 30D | +5.0% | +11.4% | -6.4% | +3.4% |
| 3M | -5.7% | +28.5% | -34.3% | -8.7% |
| 6M | +7.5% | +63.7% | -56.2% | +1.2% |
| YTD | +13.8% | +77.1% | -63.2% | +4.9% |
| 1Y | +20.7% | +79.3% | -58.7% | +10.9% |
| 3Y | +90.1% | +323.8% | -233.6% | +54.2% |
| 5Y | +11.5% | +198.9% | -187.4% | -12.1% |
| All | +125.7% | +55.2% | +70.5% | +75.3% |
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