+1,071.7%
KEYS vs RJF
+512.9%
+558.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | -1.3% | -2.0% | +0.7% | -0.5% |
| 3M | -0.1% | +16.3% | -16.5% | -7.7% |
| 6M | +17.4% | +16.9% | +0.5% | +7.9% |
| YTD | +62.9% | +10.4% | +52.5% | +53.3% |
| 1Y | +95.7% | +7.4% | +88.3% | +86.6% |
| 3Y | +150.2% | +72.2% | +78.0% | +88.3% |
| 5Y | +83.1% | +105.1% | -22.0% | +24.3% |
| 10Y | +1,020.9% | +430.9% | +590.0% | +352.3% |
| All | +1,071.7% | +512.9% | +558.8% | +348.6% |
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