+357.0%
KGC vs RJF
+49,848.3%
-49,491.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +20.3% | -1.3% | +21.5% | +20.3% |
| 3M | +8.1% | +18.9% | -10.8% | +7.0% |
| 6M | -8.8% | +15.0% | -23.8% | -9.5% |
| YTD | +10.1% | +12.2% | -2.2% | +9.3% |
| 1Y | +44.2% | +5.6% | +38.6% | +43.6% |
| 3Y | +533.0% | +74.9% | +458.2% | +511.5% |
| 5Y | +443.0% | +106.6% | +336.4% | +419.3% |
| 10Y | +678.6% | +433.1% | +245.5% | +603.6% |
| All | +357.0% | +49,848.3% | -49,491.3% | +291.5% |
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