-24.4%
KVUE vs FROG
+351.1%
-375.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -6.1% | -2.2% | -4.0% | -6.1% |
| 30D | -5.6% | +3.0% | -8.5% | -5.6% |
| 3M | -0.3% | +10.3% | -10.7% | -0.3% |
| 6M | +1.4% | +116.7% | -115.3% | +0.9% |
| YTD | +6.7% | +41.9% | -35.2% | +6.8% |
| 1Y | +1.0% | +78.5% | -77.6% | +0.5% |
| 3Y | -5.4% | +224.1% | -229.5% | -10.1% |
| All | -24.4% | +351.1% | -375.6% | -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 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