-10.9%
KMB vs RJF
+105.7%
-116.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.9% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | -5.0% | 0.0% | -5.0% | -5.0% |
| 3M | +6.6% | +18.0% | -11.4% | +5.2% |
| 6M | +1.0% | +17.0% | -16.0% | -0.3% |
| YTD | +6.0% | +11.1% | -5.2% | +4.8% |
| 1Y | -16.6% | +8.0% | -24.6% | -17.4% |
| 3Y | -8.6% | +73.3% | -81.9% | -14.2% |
| 5Y | -10.9% | +107.4% | -118.3% | -17.6% |
| All | -10.9% | +105.7% | -116.6% | -17.6% |
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 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