+460.2%
KGC vs RJF
+107.4%
+352.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.1% |
| 7D | +2.4% | +1.8% | +0.7% | +2.1% |
| 30D | +9.2% | 0.0% | +9.2% | +9.2% |
| 3M | +16.7% | +18.0% | -1.2% | +13.0% |
| 6M | -7.0% | +17.0% | -24.0% | -9.9% |
| YTD | +7.5% | +11.1% | -3.6% | +4.9% |
| 1Y | +34.4% | +8.0% | +26.4% | +31.7% |
| 3Y | +552.0% | +73.3% | +478.7% | +468.8% |
| All | +460.2% | +107.4% | +352.8% | +399.3% |
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