+315.8%
KGC vs RJF
+76.6%
+239.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -6.7% | +3.6% | -10.2% | -7.2% |
| 30D | -6.7% | +7.2% | -13.9% | -7.7% |
| 3M | -22.6% | -6.5% | -16.1% | -21.8% |
| 6M | -33.4% | +10.3% | -43.7% | -34.4% |
| YTD | -26.0% | +6.5% | -32.5% | -27.1% |
| 1Y | -18.3% | +6.1% | -24.4% | -19.5% |
| 3Y | +315.8% | +74.9% | +240.9% | +292.8% |
| All | +315.8% | +76.6% | +239.2% | +292.8% |
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