+17.4%
KRMN vs RJF
+9.4%
+8.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -11.8% | -2.7% | -9.0% | -9.9% |
| 30D | -43.0% | -4.3% | -38.8% | -41.1% |
| 3M | -28.8% | +15.7% | -44.6% | -36.1% |
| 6M | -66.3% | +17.8% | -84.2% | -70.2% |
| YTD | -51.8% | +9.2% | -61.0% | -55.0% |
| 1Y | -44.7% | +2.8% | -47.5% | -46.2% |
| All | +17.4% | +9.4% | +8.0% | +5.1% |
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