+116.1%
KTOS vs FROG
+22.3%
+93.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.3% |
| 3M | -20.6% | +11.1% | -31.7% | -23.1% |
| 6M | -47.5% | +108.3% | -155.8% | -56.6% |
| YTD | -38.5% | +39.6% | -78.1% | -45.2% |
| 1Y | -31.0% | +74.7% | -105.7% | -42.2% |
| 3Y | +216.5% | +224.1% | -7.5% | +112.5% |
| 5Y | +105.7% | +138.4% | -32.7% | +36.0% |
| All | +116.1% | +22.3% | +93.7% | +54.1% |
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