+40.9%
KNX vs RJF
+7.8%
+33.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.1% | -1.7% |
| 7D | +2.5% | +7.2% | -4.7% | +0.8% |
| 30D | -4.4% | +4.9% | -9.3% | -5.5% |
| 3M | -12.7% | -5.5% | -7.1% | -11.6% |
| 6M | +0.9% | +8.0% | -7.1% | -1.2% |
| YTD | +20.3% | +6.2% | +14.2% | +15.4% |
| 1Y | +40.9% | +7.8% | +33.1% | +33.5% |
| All | +40.9% | +7.8% | +33.1% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling