+18.5%
KEY vs PBF
+176.6%
-158.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.0% | -1.8% |
| 7D | +2.7% | +2.4% | +0.4% | +2.7% |
| 30D | -3.2% | +24.9% | -28.1% | -3.3% |
| 3M | +1.0% | +81.9% | -80.9% | +0.5% |
| 6M | +11.9% | +79.4% | -67.5% | +10.8% |
| YTD | +8.7% | +188.3% | -179.6% | +5.4% |
| 1Y | +18.5% | +177.3% | -158.8% | +14.6% |
| All | +18.5% | +176.6% | -158.1% | +14.6% |
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 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