+17.2%
KRMN vs RJF
+10.7%
+6.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.6% | -10.7% | -10.8% |
| 7D | -12.9% | -0.3% | -12.6% | -12.7% |
| 30D | -43.3% | -2.0% | -41.3% | -42.5% |
| 3M | -27.2% | +16.3% | -43.5% | -34.9% |
| 6M | -66.8% | +16.9% | -83.7% | -70.4% |
| YTD | -51.9% | +10.4% | -62.3% | -55.4% |
| 1Y | -43.7% | +7.4% | -51.1% | -47.0% |
| All | +17.2% | +10.7% | +6.5% | +4.0% |
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