+179.8%
KDP vs RJF
+428.4%
-248.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +9.5% | -2.0% | +11.5% | +9.8% |
| 3M | +2.6% | +16.3% | -13.7% | +0.5% |
| 6M | +15.6% | +16.9% | -1.3% | +13.0% |
| YTD | +17.3% | +10.4% | +6.9% | +15.3% |
| 1Y | +20.1% | +7.4% | +12.7% | +18.4% |
| 3Y | +4.9% | +72.2% | -67.3% | -4.7% |
| 5Y | +5.0% | +105.1% | -100.1% | -7.9% |
| 10Y | +179.8% | +430.9% | -251.2% | +124.3% |
| All | +179.8% | +428.4% | -248.7% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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