+4,210.3%
KO vs RJF
+49,058.3%
-44,848.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +0.8% | -2.0% | +2.8% | +1.1% |
| 3M | +8.3% | +16.3% | -8.0% | +5.6% |
| 6M | +14.0% | +16.9% | -2.9% | +11.0% |
| YTD | +26.9% | +10.4% | +16.5% | +24.4% |
| 1Y | +32.7% | +7.4% | +25.3% | +30.4% |
| 3Y | +63.9% | +72.2% | -8.3% | +47.3% |
| 5Y | +81.7% | +105.1% | -23.4% | +56.7% |
| 10Y | +183.0% | +430.9% | -247.9% | +104.9% |
| All | +4,210.3% | +49,058.3% | -44,848.0% | +1,316.4% |
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