-50.1%
KVYO vs FROG
+226.5%
-276.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | -12.1% | -0.5% | -11.6% | -12.0% |
| 30D | -5.2% | +1.3% | -6.5% | -5.5% |
| 3M | +14.5% | +11.1% | +3.4% | +10.8% |
| 6M | -17.6% | +108.3% | -125.9% | -31.6% |
| YTD | -49.6% | +39.6% | -89.2% | -54.9% |
| 1Y | -48.6% | +74.7% | -123.3% | -55.9% |
| All | -50.1% | +226.5% | -276.6% | -64.8% |
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