+207.3%
KGC vs RJF
+47,306.8%
-47,099.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -6.7% | +3.6% | -10.2% | -6.8% |
| 30D | -6.7% | +7.2% | -13.9% | -7.0% |
| 3M | -22.6% | -6.5% | -16.1% | -22.3% |
| 6M | -33.4% | +10.3% | -43.7% | -33.8% |
| YTD | -26.0% | +6.5% | -32.5% | -26.3% |
| 1Y | -18.3% | +6.1% | -24.4% | -18.6% |
| 3Y | +315.8% | +74.9% | +240.9% | +301.7% |
| 5Y | +225.7% | +81.3% | +144.4% | +213.5% |
| 10Y | +610.5% | +332.3% | +278.2% | +549.4% |
| All | +207.3% | +47,306.8% | -47,099.5% | +164.1% |
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