+91.6%
KRE vs FROG
+299.7%
-208.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.2% |
| 7D | +0.3% | +17.0% | -16.7% | -1.1% |
| 30D | +5.9% | +1.3% | +4.6% | +5.4% |
| 3M | -3.3% | +17.5% | -20.8% | -5.2% |
| 6M | +5.8% | +46.8% | -40.9% | +1.1% |
| YTD | +14.7% | +65.8% | -51.0% | +7.1% |
| 1Y | +22.0% | +61.0% | -39.0% | +14.2% |
| 3Y | +91.6% | +296.7% | -205.1% | +30.9% |
| All | +91.6% | +299.7% | -208.0% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling