-33.9%
KWEB vs RJF
+7.8%
-41.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.1% | +3.2% |
| 7D | +5.8% | +7.2% | -1.4% | +3.8% |
| 30D | -1.0% | +4.9% | -5.9% | -2.3% |
| 3M | -15.8% | -5.5% | -10.3% | -14.7% |
| 6M | -14.9% | +8.0% | -22.9% | -17.2% |
| YTD | -28.6% | +6.2% | -34.7% | -31.4% |
| 1Y | -33.9% | +7.8% | -41.7% | -36.8% |
| All | -33.9% | +7.8% | -41.7% | -36.8% |
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