+47.7%
KDP vs RJF
+4.7%
+43.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.8% |
| 7D | +4.0% | -0.9% | +4.9% | +4.0% |
| 30D | +16.8% | +5.3% | +11.4% | +16.3% |
| 3M | +32.0% | -6.8% | +38.9% | +31.7% |
| 6M | +35.2% | +11.4% | +23.7% | +34.8% |
| YTD | +40.9% | +5.5% | +35.4% | +39.6% |
| 1Y | +47.7% | +3.7% | +44.0% | +46.7% |
| All | +47.7% | +4.7% | +43.0% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling