+113.6%
KEY vs PBF
+299.9%
-186.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +1.8% |
| 7D | -0.4% | -7.4% | +7.0% | +1.4% |
| 30D | +7.2% | -17.5% | +24.7% | +11.9% |
| 3M | -4.9% | +13.1% | -18.0% | -9.5% |
| 6M | +1.1% | +72.6% | -71.6% | -15.4% |
| YTD | +6.8% | +161.2% | -154.4% | -22.7% |
| 1Y | +23.3% | +93.3% | -70.0% | -3.7% |
| 3Y | +126.1% | +80.7% | +45.4% | +68.6% |
| 5Y | +15.2% | +396.1% | -380.9% | -42.0% |
| 10Y | +113.6% | +252.3% | -138.7% | -11.0% |
| All | +113.6% | +299.9% | -186.3% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling