+7.6%
KDP vs PBF
+65.3%
-57.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | +1.3% | +4.3% | -3.0% | +1.3% |
| 30D | +6.0% | +22.0% | -16.0% | +5.9% |
| 3M | +9.2% | +74.5% | -65.3% | +8.9% |
| 6M | +14.7% | +67.7% | -53.0% | +14.5% |
| YTD | +19.2% | +179.2% | -160.0% | +18.1% |
| 1Y | +15.2% | +170.0% | -154.8% | +14.1% |
| All | +7.6% | +65.3% | -57.8% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling