+1,290.0%
KDP vs RJF
+1,008.2%
+281.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.3% |
| 7D | +0.3% | +3.4% | -3.1% | -0.3% |
| 30D | +16.3% | +5.9% | +10.4% | +15.0% |
| 3M | +24.0% | -4.6% | +28.6% | +25.0% |
| 6M | +30.0% | +9.5% | +20.5% | +27.4% |
| YTD | +36.1% | +6.0% | +30.1% | +33.8% |
| 1Y | +46.8% | +4.3% | +42.5% | +44.7% |
| 3Y | +30.5% | +76.6% | -46.1% | +14.1% |
| 5Y | +17.9% | +80.6% | -62.7% | +1.1% |
| 10Y | +239.3% | +346.5% | -107.2% | +129.0% |
| All | +1,290.0% | +1,008.2% | +281.8% | +550.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling