-57.5%
KWEB vs FROG
+24.4%
-81.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -4.3% | -2.2% | -2.1% | -3.9% |
| 30D | -13.0% | +3.0% | -16.0% | -14.0% |
| 3M | -7.6% | +10.3% | -17.9% | -10.6% |
| 6M | -21.1% | +116.7% | -137.8% | -35.4% |
| YTD | -28.2% | +41.9% | -70.2% | -36.5% |
| 1Y | -34.9% | +78.5% | -113.4% | -46.4% |
| 3Y | -0.8% | +224.1% | -224.9% | -37.9% |
| 5Y | -43.6% | +142.4% | -186.0% | -64.3% |
| All | -57.5% | +24.4% | -81.9% | -70.4% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling