-22.6%
KVYO vs FROG
+58.5%
-81.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.6% | +11.0% | +2.2% |
| 7D | +1.9% | -24.5% | +26.4% | +11.6% |
| 30D | +25.4% | -24.3% | +49.6% | +36.5% |
| 3M | +7.8% | -11.7% | +19.5% | +10.3% |
| 6M | -10.8% | +37.1% | -47.9% | -23.2% |
| YTD | -35.9% | +19.5% | -55.4% | -44.0% |
| 1Y | -22.6% | +61.8% | -84.4% | -37.4% |
| All | -22.6% | +58.5% | -81.1% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling