-57.2%
KWEB vs FROG
+22.3%
-79.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.0% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | -10.7% | +1.3% | -12.0% | -11.5% |
| 3M | -7.4% | +11.1% | -18.5% | -10.6% |
| 6M | -19.3% | +108.3% | -127.6% | -33.3% |
| YTD | -27.8% | +39.6% | -67.3% | -35.9% |
| 1Y | -35.9% | +74.7% | -110.7% | -47.1% |
| 3Y | -1.9% | +224.1% | -226.0% | -38.7% |
| 5Y | -43.2% | +138.4% | -181.6% | -63.9% |
| All | -57.2% | +22.3% | -79.5% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling