+5.1%
KDP vs RJF
+105.7%
-100.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +2.1% | +1.8% | +0.3% | +1.8% |
| 30D | +8.5% | 0.0% | +8.5% | +8.4% |
| 3M | +6.6% | +18.0% | -11.4% | +4.2% |
| 6M | +17.1% | +17.0% | +0.1% | +14.5% |
| YTD | +19.0% | +11.1% | +7.9% | +17.0% |
| 1Y | +21.8% | +8.0% | +13.8% | +20.0% |
| 3Y | +6.4% | +73.3% | -66.8% | -5.0% |
| 5Y | +5.1% | +107.4% | -102.3% | -9.5% |
| All | +5.1% | +105.7% | -100.6% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling