+13.8%
KMB vs RJF
+429.5%
-415.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -7.7% | -4.2% | -3.5% | -7.1% |
| 30D | -8.2% | -3.6% | -4.6% | -7.8% |
| 3M | -1.9% | +15.6% | -17.5% | -3.8% |
| 6M | -0.7% | +17.6% | -18.3% | -2.9% |
| YTD | +1.4% | +9.2% | -7.8% | -0.2% |
| 1Y | -19.1% | +5.5% | -24.6% | -20.1% |
| 3Y | -12.6% | +70.3% | -82.9% | -20.5% |
| 5Y | -12.7% | +106.0% | -118.7% | -24.1% |
| All | +13.8% | +429.5% | -415.7% | -19.5% |
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 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