+216.5%
KTOS vs FROG
+218.8%
-2.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.3% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -26.8% | +1.3% | -28.2% | -27.2% |
| 3M | -20.6% | +11.1% | -31.7% | -22.6% |
| 6M | -47.5% | +108.3% | -155.8% | -54.9% |
| YTD | -38.5% | +39.6% | -78.1% | -44.0% |
| 1Y | -31.0% | +74.7% | -105.7% | -40.1% |
| 3Y | +216.5% | +224.1% | -7.5% | +125.7% |
| All | +216.5% | +218.8% | -2.2% | +125.7% |
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