+175.8%
KDP vs PBF
+354.3%
-178.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.3% |
| 7D | +2.1% | +2.4% | -0.3% | +2.0% |
| 30D | +8.5% | +24.9% | -16.4% | +7.4% |
| 3M | +6.6% | +81.9% | -75.3% | +3.7% |
| 6M | +17.1% | +79.4% | -62.3% | +13.6% |
| YTD | +19.0% | +188.3% | -169.3% | +12.9% |
| 1Y | +21.8% | +177.3% | -155.5% | +15.4% |
| 3Y | +6.4% | +56.0% | -49.6% | +2.4% |
| 5Y | +5.1% | +804.0% | -798.9% | -10.1% |
| 10Y | +175.8% | +334.1% | -158.3% | +134.7% |
| All | +175.8% | +354.3% | -178.5% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PBF 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling