+97.5%
KTOS vs FROG
+136.9%
-39.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -26.8% | +1.3% | -28.2% | -27.4% |
| 3M | -20.6% | +11.1% | -31.7% | -23.4% |
| 6M | -47.5% | +108.3% | -155.8% | -57.6% |
| YTD | -38.5% | +39.6% | -78.1% | -45.9% |
| 1Y | -31.0% | +74.7% | -105.7% | -43.5% |
| 3Y | +216.5% | +224.1% | -7.5% | +96.5% |
| All | +97.5% | +136.9% | -39.4% | +23.9% |
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 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