+4,181.3%
KR vs RJF
+48,514.8%
-44,333.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -2.7% | -4.2% | +1.5% | -1.9% |
| 30D | +1.9% | -3.6% | +5.5% | +2.6% |
| 3M | -11.0% | +15.6% | -26.7% | -13.4% |
| 6M | -20.2% | +17.6% | -37.8% | -22.7% |
| YTD | -7.3% | +9.2% | -16.5% | -9.1% |
| 1Y | -13.1% | +5.5% | -18.6% | -14.4% |
| 3Y | +29.7% | +70.3% | -40.6% | +15.2% |
| 5Y | +48.8% | +106.0% | -57.3% | +25.5% |
| 10Y | +122.8% | +425.1% | -302.3% | +49.4% |
| All | +4,181.3% | +48,514.8% | -44,333.5% | +605.8% |
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