+8.0%
KMX vs RJF
+429.3%
-421.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -3.1% | -2.7% | -0.4% | -1.7% |
| 30D | +4.4% | -4.3% | +8.7% | +6.7% |
| 3M | +18.9% | +15.7% | +3.2% | +9.2% |
| 6M | +44.3% | +17.8% | +26.5% | +30.5% |
| YTD | +58.7% | +9.2% | +49.5% | +49.0% |
| 1Y | +0.1% | +2.8% | -2.7% | -3.2% |
| 3Y | -24.4% | +69.5% | -93.9% | -44.8% |
| 5Y | -54.4% | +105.9% | -160.4% | -70.2% |
| All | +8.0% | +429.3% | -421.3% | -56.6% |
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