+52.0%
KR vs RJF
+104.0%
-52.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.4% |
| 3M | -8.2% | +15.7% | -23.9% | -9.3% |
| 6M | -18.0% | +17.8% | -35.8% | -19.2% |
| YTD | -4.8% | +9.2% | -13.9% | -5.5% |
| 1Y | -11.0% | +2.8% | -13.8% | -11.3% |
| 3Y | +37.7% | +69.5% | -31.8% | +27.3% |
| All | +52.0% | +104.0% | -52.0% | +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 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