+470.8%
KMX vs RJF
+5,942.1%
-5,471.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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