-50.1%
KVYO vs RJF
+69.3%
-119.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -12.1% | -2.7% | -9.4% | -10.4% |
| 30D | -5.2% | -4.3% | -0.9% | -2.4% |
| 3M | +14.5% | +15.7% | -1.2% | +4.4% |
| 6M | -17.6% | +17.8% | -35.4% | -26.2% |
| YTD | -49.6% | +9.2% | -58.8% | -53.2% |
| 1Y | -48.6% | +2.8% | -51.3% | -50.0% |
| All | -50.1% | +69.3% | -119.3% | -65.3% |
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