+37.1%
KIM vs RJF
+105.7%
-68.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -0.3% | +1.8% | -2.1% | -1.1% |
| 30D | -1.7% | 0.0% | -1.7% | -1.9% |
| 3M | -0.8% | +18.0% | -18.8% | -7.9% |
| 6M | +4.4% | +17.0% | -12.6% | -3.1% |
| YTD | +21.2% | +11.1% | +10.1% | +14.2% |
| 1Y | +10.5% | +8.0% | +2.6% | +5.2% |
| 3Y | +47.5% | +73.3% | -25.8% | +7.7% |
| 5Y | +37.1% | +107.4% | -70.3% | -10.2% |
| All | +37.1% | +105.7% | -68.6% | -10.2% |
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 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