+222.0%
KGC vs RJF
+81.1%
+140.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -6.7% | +3.6% | -10.2% | -7.3% |
| 30D | -6.7% | +7.2% | -13.9% | -7.9% |
| 3M | -22.6% | -6.5% | -16.1% | -21.6% |
| 6M | -33.4% | +10.3% | -43.7% | -34.8% |
| YTD | -26.0% | +6.5% | -32.5% | -27.3% |
| 1Y | -18.3% | +6.1% | -24.4% | -19.7% |
| 3Y | +315.8% | +74.9% | +240.9% | +259.2% |
| All | +222.0% | +81.1% | +140.9% | +180.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling