+1,852.5%
KMB vs RJF
+46,882.4%
-45,029.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +10.2% | +5.3% | +4.9% | +9.4% |
| 3M | +1.5% | -6.8% | +8.3% | +2.5% |
| 6M | +16.6% | +11.4% | +5.2% | +14.7% |
| YTD | +12.1% | +5.5% | +6.5% | +10.8% |
| 1Y | +11.1% | +3.7% | +7.4% | +10.0% |
| 3Y | +1.9% | +73.4% | -71.5% | -7.2% |
| 5Y | -1.3% | +78.3% | -79.6% | -11.7% |
| 10Y | +37.8% | +328.4% | -290.6% | +4.6% |
| All | +1,852.5% | +46,882.4% | -45,029.9% | +515.2% |
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 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