+169.3%
KEY vs RJF
+428.4%
-259.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -3.3% | -2.0% | -1.2% | -1.7% |
| 3M | -0.7% | +16.3% | -17.1% | -14.1% |
| 6M | +12.5% | +16.9% | -4.4% | -3.7% |
| YTD | +8.4% | +10.4% | -2.0% | -3.2% |
| 1Y | +18.4% | +7.4% | +11.0% | +8.0% |
| 3Y | +123.3% | +72.2% | +51.1% | +29.3% |
| 5Y | +38.8% | +105.1% | -66.3% | -32.2% |
| 10Y | +169.3% | +430.9% | -261.6% | -42.4% |
| All | +169.3% | +428.4% | -259.1% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling