-21.9%
KVUE vs FROG
+341.4%
-363.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -1.9% | -5.5% | +3.6% | -1.9% |
| 30D | -3.3% | -3.1% | -0.2% | -3.3% |
| 3M | +6.0% | +1.2% | +4.7% | +6.0% |
| 6M | +2.3% | +113.7% | -111.3% | +1.9% |
| YTD | +10.3% | +38.9% | -28.5% | +10.4% |
| 1Y | +4.6% | +72.0% | -67.4% | +4.1% |
| 3Y | -2.2% | +217.1% | -219.3% | -7.1% |
| All | -21.9% | +341.4% | -363.3% | -28.2% |
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