+22.5%
KRE vs FROG
+85.3%
-62.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.3% |
| 7D | +0.7% | +12.5% | -11.7% | +0.8% |
| 30D | +6.1% | +23.5% | -17.4% | +6.2% |
| 3M | -5.9% | +19.4% | -25.3% | -5.8% |
| 6M | +9.6% | +77.0% | -67.4% | +9.7% |
| YTD | +14.2% | +81.9% | -67.7% | +13.3% |
| 1Y | +22.5% | +90.7% | -68.2% | +20.8% |
| All | +22.5% | +85.3% | -62.8% | +20.8% |
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