+81.6%
KO vs RJF
+104.1%
-22.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.1% | -4.2% | +3.1% | -0.7% |
| 30D | +1.6% | -3.6% | +5.2% | +1.9% |
| 3M | +5.8% | +15.6% | -9.9% | +4.2% |
| 6M | +14.3% | +17.6% | -3.3% | +12.3% |
| YTD | +27.3% | +9.2% | +18.1% | +25.9% |
| 1Y | +33.2% | +5.5% | +27.7% | +32.1% |
| 3Y | +64.5% | +70.3% | -5.8% | +48.9% |
| All | +81.6% | +104.1% | -22.5% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling