-22.5%
KWEB vs RJF
+429.3%
-451.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -5.6% | -2.7% | -2.9% | -4.6% |
| 30D | -10.7% | -4.3% | -6.4% | -9.4% |
| 3M | -7.4% | +15.7% | -23.1% | -12.3% |
| 6M | -19.3% | +17.8% | -37.1% | -24.2% |
| YTD | -27.8% | +9.2% | -36.9% | -30.5% |
| 1Y | -35.9% | +2.8% | -38.7% | -37.2% |
| 3Y | -1.9% | +69.5% | -71.4% | -22.4% |
| 5Y | -43.2% | +105.9% | -149.1% | -58.8% |
| All | -22.5% | +429.3% | -451.8% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling