+154.0%
KMI vs RJF
+101.5%
+52.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -2.1% | -4.2% | +2.1% | -0.8% |
| 30D | -1.7% | -3.6% | +1.9% | -0.6% |
| 3M | -1.9% | +15.6% | -17.5% | -6.5% |
| 6M | -4.3% | +17.6% | -21.9% | -9.6% |
| YTD | +15.8% | +9.2% | +6.6% | +11.5% |
| 1Y | +17.6% | +5.5% | +12.1% | +14.3% |
| 3Y | +113.1% | +70.3% | +42.8% | +73.5% |
| 5Y | +154.0% | +106.0% | +48.0% | +81.5% |
| All | +154.0% | +101.5% | +52.5% | +81.5% |
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 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