+30.1%
KDP vs PBF
+57.6%
-27.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.8% |
| 7D | +2.2% | -13.8% | +16.0% | +1.8% |
| 30D | +19.9% | -19.6% | +39.6% | +19.3% |
| 3M | +21.5% | +10.3% | +11.2% | +20.9% |
| 6M | +30.1% | +63.4% | -33.3% | +28.4% |
| All | +30.1% | +57.6% | -27.5% | +28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling