-40.3%
KVYO vs FROG
+83.7%
-124.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.5% | -4.5% |
| 7D | -7.6% | -11.3% | +3.6% | -3.4% |
| 30D | -3.6% | +3.6% | -7.2% | -5.3% |
| 3M | +17.9% | +1.7% | +16.3% | +15.8% |
| 6M | -4.7% | +123.5% | -128.2% | -32.2% |
| YTD | -42.7% | +40.2% | -82.9% | -51.9% |
| 1Y | -40.3% | +81.0% | -121.2% | -54.5% |
| All | -40.3% | +83.7% | -124.0% | -54.5% |
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