-56.9%
KWEB vs FROG
+22.5%
-79.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -3.6% | -4.8% | +1.2% | -2.6% |
| 30D | -14.9% | -0.9% | -14.0% | -15.2% |
| 3M | -5.4% | +7.5% | -12.9% | -8.0% |
| 6M | -18.9% | +107.0% | -125.9% | -32.9% |
| YTD | -27.2% | +39.8% | -67.0% | -35.4% |
| 1Y | -34.2% | +74.8% | -109.0% | -45.7% |
| 3Y | +0.6% | +219.3% | -218.6% | -36.8% |
| 5Y | -43.5% | +133.0% | -176.5% | -63.9% |
| All | -56.9% | +22.5% | -79.4% | -69.9% |
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