+129.5%
KMI vs RJF
+429.3%
-299.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -2.7% | +1.0% | -0.6% |
| 30D | -2.7% | -4.3% | +1.5% | -1.1% |
| 3M | -0.7% | +15.7% | -16.4% | -6.8% |
| 6M | -5.0% | +17.8% | -22.8% | -11.9% |
| YTD | +15.5% | +9.2% | +6.3% | +9.8% |
| 1Y | +16.4% | +2.8% | +13.7% | +13.3% |
| 3Y | +114.2% | +69.5% | +44.7% | +64.4% |
| 5Y | +153.3% | +105.9% | +47.3% | +71.5% |
| All | +129.5% | +429.3% | -299.8% | -3.2% |
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 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