-24.5%
KVUE vs FROG
+343.7%
-368.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | -6.3% | +1.3% | -7.6% | -6.3% |
| 3M | -0.5% | +11.1% | -11.6% | -0.5% |
| 6M | +3.1% | +108.3% | -105.2% | +2.7% |
| YTD | +6.7% | +39.6% | -32.9% | +6.7% |
| 1Y | -1.1% | +74.7% | -75.9% | -1.6% |
| 3Y | -8.7% | +224.1% | -232.8% | -13.3% |
| All | -24.5% | +343.7% | -368.2% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling