+93.0%
KEY vs RJF
+323.5%
-230.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +1.8% | +1.5% | +0.3% | +0.4% |
| 30D | +7.1% | +6.7% | +0.4% | +0.8% |
| 3M | -5.9% | -7.3% | +1.4% | +0.3% |
| 6M | +2.2% | +9.8% | -7.6% | -7.3% |
| YTD | +6.4% | +5.6% | +0.8% | -1.4% |
| 1Y | +24.8% | +2.3% | +22.5% | +18.9% |
| 3Y | +125.2% | +73.6% | +51.6% | +28.4% |
| 5Y | +13.0% | +79.9% | -66.9% | -37.9% |
| All | +93.0% | +323.5% | -230.5% | -50.2% |
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