+1,339.3%
KDP vs RJF
+1,003.8%
+335.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.9% |
| 7D | +4.0% | -0.9% | +4.9% | +4.1% |
| 30D | +16.8% | +5.3% | +11.4% | +15.6% |
| 3M | +32.0% | -6.8% | +38.9% | +33.7% |
| 6M | +35.2% | +11.4% | +23.7% | +32.0% |
| YTD | +40.9% | +5.5% | +35.4% | +38.6% |
| 1Y | +47.7% | +3.7% | +44.0% | +45.7% |
| 3Y | +34.8% | +73.4% | -38.6% | +18.3% |
| 5Y | +22.6% | +78.3% | -55.7% | +5.5% |
| 10Y | +266.4% | +328.4% | -62.0% | +149.7% |
| All | +1,339.3% | +1,003.8% | +335.5% | +574.3% |
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 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