+21.8%
KDP vs PBF
+176.6%
-154.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.1% |
| 7D | +2.1% | +2.4% | -0.3% | +2.1% |
| 30D | +8.5% | +24.9% | -16.4% | +8.6% |
| 3M | +6.6% | +81.9% | -75.3% | +6.9% |
| 6M | +17.1% | +79.4% | -62.3% | +17.5% |
| YTD | +19.0% | +188.3% | -169.3% | +17.9% |
| 1Y | +21.8% | +177.3% | -155.5% | +20.3% |
| All | +21.8% | +176.6% | -154.8% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling