+132.9%
KRE vs FROG
+22.9%
+110.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +0.8% |
| 7D | +1.3% | -11.3% | +12.6% | +2.4% |
| 30D | -2.7% | +3.6% | -6.3% | -3.2% |
| 3M | +8.2% | +1.7% | +6.5% | +7.4% |
| 6M | +12.8% | +123.5% | -110.7% | +2.7% |
| YTD | +17.5% | +40.2% | -22.8% | +11.4% |
| 1Y | +16.6% | +81.0% | -64.4% | +6.7% |
| 3Y | +79.5% | +194.8% | -115.3% | +51.0% |
| 5Y | +32.4% | +131.8% | -99.4% | +7.1% |
| All | +132.9% | +22.9% | +110.0% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling