+30.5%
KIM vs RJF
+429.5%
-399.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -1.5% | -4.2% | +2.7% | +0.7% |
| 30D | -1.7% | -3.6% | +1.9% | 0.0% |
| 3M | -7.1% | +15.6% | -22.8% | -14.5% |
| 6M | +2.9% | +17.6% | -14.7% | -6.6% |
| YTD | +18.8% | +9.2% | +9.6% | +11.2% |
| 1Y | +9.4% | +5.5% | +3.9% | +3.9% |
| 3Y | +44.6% | +70.3% | -25.7% | +1.6% |
| 5Y | +37.9% | +106.0% | -68.1% | -16.0% |
| All | +30.5% | +429.5% | -399.0% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling