+20.7%
KRE vs FROG
+72.8%
-52.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | +0.3% | +48.2% | -47.9% | +0.4% |
| 30D | +5.0% | +11.4% | -6.4% | +5.0% |
| 3M | -5.7% | +28.5% | -34.3% | -5.6% |
| 6M | +7.5% | +63.7% | -56.2% | +7.6% |
| YTD | +13.8% | +77.1% | -63.2% | +13.0% |
| 1Y | +20.7% | +79.3% | -58.7% | +19.4% |
| All | +20.7% | +72.8% | -52.1% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling