+33.0%
KRE vs FROG
+125.4%
-92.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +2.3% | -5.5% | +7.8% | +3.0% |
| 30D | -2.5% | -3.1% | +0.6% | -2.4% |
| 3M | +6.2% | +1.2% | +5.0% | +5.3% |
| 6M | +15.8% | +113.7% | -97.9% | +2.5% |
| YTD | +16.0% | +38.9% | -22.9% | +8.1% |
| 1Y | +16.2% | +72.0% | -55.8% | +3.6% |
| 3Y | +86.4% | +217.1% | -130.7% | +42.4% |
| 5Y | +33.0% | +130.6% | -97.6% | +3.8% |
| All | +33.0% | +125.4% | -92.4% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling