+37.7%
KR vs RJF
+69.0%
-31.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | +5.1% | -4.3% | +9.3% | +5.1% |
| 3M | -8.2% | +15.7% | -23.9% | -8.3% |
| 6M | -18.0% | +17.8% | -35.8% | -18.1% |
| YTD | -4.8% | +9.2% | -13.9% | -4.6% |
| 1Y | -11.0% | +2.8% | -13.8% | -10.9% |
| 3Y | +37.7% | +69.5% | -31.8% | +33.7% |
| All | +37.7% | +69.0% | -31.3% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling