+16.1%
KRE vs RJF
+5.1%
+11.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -1.8% | -2.7% | +0.9% | -0.6% |
| 30D | -4.5% | -4.3% | -0.2% | -2.7% |
| 3M | +2.7% | +15.7% | -13.0% | -4.1% |
| 6M | +16.9% | +17.8% | -1.0% | +7.6% |
| YTD | +15.4% | +9.2% | +6.2% | +9.1% |
| 1Y | +16.1% | +2.8% | +13.3% | +11.8% |
| All | +16.1% | +5.1% | +11.0% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling