+1,782.5%
KMB vs RJF
+49,848.3%
-48,065.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.4% |
| 7D | -3.0% | -0.6% | -2.4% | -3.0% |
| 30D | -5.5% | -1.3% | -4.2% | -5.3% |
| 3M | +14.0% | +18.9% | -4.9% | +11.1% |
| 6M | +4.1% | +15.0% | -11.0% | +1.9% |
| YTD | +8.0% | +12.2% | -4.2% | +5.9% |
| 1Y | -13.7% | +5.6% | -19.4% | -14.8% |
| 3Y | -5.9% | +74.9% | -80.8% | -14.6% |
| 5Y | -8.6% | +106.6% | -115.3% | -20.0% |
| 10Y | +17.3% | +433.1% | -415.8% | -13.8% |
| All | +1,782.5% | +49,848.3% | -48,065.8% | +488.1% |
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