+1,117.5%
KDP vs RJF
+1,073.5%
+44.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +6.0% | -1.3% | +7.2% | +6.2% |
| 3M | +9.2% | +18.9% | -9.7% | +5.5% |
| 6M | +14.7% | +15.0% | -0.3% | +11.3% |
| YTD | +19.2% | +12.2% | +7.0% | +15.9% |
| 1Y | +15.2% | +5.6% | +9.5% | +13.2% |
| 3Y | +6.0% | +74.9% | -68.9% | -7.1% |
| 5Y | +5.4% | +106.6% | -101.2% | -12.0% |
| 10Y | +171.9% | +433.1% | -261.2% | +76.5% |
| All | +1,117.5% | +1,073.5% | +44.0% | +464.0% |
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