We present a detailed analysis of the production efficiency of weakly bound heteronuclear (40)K(87)Rb Feshbach molecules using radio-frequency association in a harmonic trap. The efficiency was measured in a wide range of temperatures, binding energies, and radio frequencies. A comprehensive analytical model is presented, explaining the observed asymmetric spectra and achieving good quantitative agreement with the measured production rates. This model provides a deep understanding of the molecule association process and paves the way for future experiments which rely on Feshbach molecules, e.g., for the production of deeply bound molecules.