-6.6%
KMB vs RJF
+77.4%
-83.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.5% |
| 7D | -3.0% | -0.6% | -2.4% | -3.0% |
| 30D | -5.5% | -1.3% | -4.2% | -5.4% |
| 3M | +14.0% | +18.9% | -4.9% | +13.2% |
| 6M | +4.1% | +15.0% | -11.0% | +3.4% |
| YTD | +8.0% | +12.2% | -4.2% | +7.2% |
| 1Y | -13.7% | +5.6% | -19.4% | -14.2% |
| All | -6.6% | +77.4% | -83.9% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling