+155.2%
KEYS vs RJF
+69.0%
+86.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.5% | -2.7% | +6.2% | +4.8% |
| 30D | -4.5% | -4.3% | -0.2% | -2.6% |
| 3M | -0.4% | +15.7% | -16.1% | -8.0% |
| 6M | +19.1% | +17.8% | +1.3% | +8.7% |
| YTD | +66.7% | +9.2% | +57.5% | +57.1% |
| 1Y | +96.5% | +2.8% | +93.7% | +91.0% |
| 3Y | +155.2% | +69.5% | +85.7% | +92.0% |
| All | +155.2% | +69.0% | +86.1% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling