+115.7%
KMI vs RJF
+776.9%
-661.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -0.4% | +1.8% | -2.1% | -1.1% |
| 30D | +3.7% | 0.0% | +3.7% | +3.6% |
| 3M | +3.2% | +18.0% | -14.8% | -3.5% |
| 6M | -3.0% | +17.0% | -19.9% | -9.3% |
| YTD | +19.7% | +11.1% | +8.5% | +13.4% |
| 1Y | +25.6% | +8.0% | +17.7% | +20.1% |
| 3Y | +120.2% | +73.3% | +46.9% | +71.6% |
| 5Y | +160.5% | +107.4% | +53.1% | +83.6% |
| 10Y | +134.8% | +428.5% | -293.7% | +11.3% |
| All | +115.7% | +776.9% | -661.1% | -19.2% |
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