+172.4%
KEY vs PBF
+345.4%
-173.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +2.2% | +4.3% | -2.1% | +1.1% |
| 30D | -3.0% | +22.0% | -25.0% | -8.3% |
| 3M | +3.3% | +74.5% | -71.2% | -12.3% |
| 6M | +9.2% | +67.7% | -58.5% | -8.3% |
| YTD | +10.6% | +179.2% | -168.5% | -20.2% |
| 1Y | +20.4% | +170.0% | -149.6% | -14.1% |
| 3Y | +121.8% | +66.4% | +55.5% | +71.4% |
| 5Y | +41.1% | +764.5% | -723.4% | -40.0% |
| All | +172.4% | +345.4% | -173.0% | +7.8% |
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