+3,058.9%
KIM vs RJF
+20,540.7%
-17,481.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | -4.0% | -1.3% | -2.7% | -3.6% |
| 3M | +0.5% | +18.9% | -18.3% | -6.6% |
| 6M | +3.6% | +15.0% | -11.4% | -2.9% |
| YTD | +20.4% | +12.2% | +8.2% | +13.3% |
| 1Y | +9.7% | +5.6% | +4.1% | +5.5% |
| 3Y | +46.0% | +74.9% | -28.9% | +12.6% |
| 5Y | +34.4% | +106.6% | -72.2% | -4.4% |
| 10Y | +29.3% | +433.1% | -403.8% | -37.9% |
| All | +3,058.9% | +20,540.7% | -17,481.8% | +785.6% |
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