+26.6%
KGC vs RJF
+6.3%
+20.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.0% |
| 7D | -8.4% | -4.2% | -4.2% | -7.3% |
| 30D | +6.3% | -3.6% | +10.0% | +7.4% |
| 3M | +22.4% | +15.6% | +6.8% | +17.3% |
| 6M | -11.4% | +17.6% | -29.0% | -15.8% |
| YTD | +3.1% | +9.2% | -6.1% | -1.6% |
| 1Y | +26.6% | +5.5% | +21.1% | +20.7% |
| All | +26.6% | +6.3% | +20.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling