+1,033.6%
KEY vs RJF
+47,157.8%
-46,124.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.5% | +4.0% | -3.5% | -1.8% |
| 30D | +6.9% | +6.1% | +0.7% | +3.1% |
| 3M | -5.0% | -5.8% | +0.8% | -1.7% |
| 6M | +0.7% | +9.7% | -9.0% | -5.3% |
| YTD | +6.5% | +6.2% | +0.3% | +1.5% |
| 1Y | +22.6% | +5.3% | +17.3% | +17.4% |
| 3Y | +125.3% | +74.4% | +50.9% | +60.5% |
| 5Y | +13.9% | +81.6% | -67.7% | -19.1% |
| 10Y | +105.3% | +333.6% | -228.2% | -5.8% |
| All | +1,033.6% | +47,157.8% | -46,124.3% | +58.4% |
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 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