+152.5%
KRE vs RJF
+1,141.2%
-988.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.7% |
| 7D | +2.3% | +1.8% | +0.6% | +1.2% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | +6.2% | +18.0% | -11.7% | -4.8% |
| 6M | +15.8% | +17.0% | -1.1% | +3.9% |
| YTD | +16.0% | +11.1% | +4.9% | +7.0% |
| 1Y | +16.2% | +8.0% | +8.2% | +8.9% |
| 3Y | +86.4% | +73.3% | +13.1% | +28.9% |
| 5Y | +33.0% | +107.4% | -74.5% | -18.6% |
| 10Y | +123.0% | +428.5% | -305.5% | -21.1% |
| All | +152.5% | +1,141.2% | -988.7% | -54.2% |
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