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  • KMX vs RJF✓SelectedUSD · RJFKMX vs RJF performance historyLatest closeAs of-0.46%09/09
Stock and ETF performance explorer

KMX vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+470.8%
RJF return
+5,942.1%
Excess return
-5,471.3%
Maximum drawdown
-93.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-0.5%-0.6%+0.1%-0.2%
7D-1.9%-0.3%-1.6%-1.7%
30D+2.6%-2.0%+4.6%+3.3%
3M+25.6%+16.3%+9.2%+16.8%
6M+41.9%+16.9%+24.9%+31.1%
YTD+56.0%+10.4%+45.6%+47.5%
1Y-1.8%+7.4%-9.2%-6.2%
3Y-25.7%+72.2%-98.0%-42.6%
5Y-54.7%+105.1%-159.9%-67.7%
10Y+9.2%+430.9%-421.8%-50.1%
All+470.8%+5,942.1%-5,471.3%-8.6%

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 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