+127.3%
KEY vs PBF
+78.4%
+48.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | +1.8% | +3.8% | -2.0% | +1.2% |
| 30D | +7.1% | -22.2% | +29.3% | +10.3% |
| 3M | -5.9% | +1.3% | -7.2% | -6.9% |
| 6M | +2.2% | +69.0% | -66.8% | -7.1% |
| YTD | +6.4% | +166.5% | -160.1% | -13.6% |
| 1Y | +24.8% | +88.1% | -63.3% | +8.8% |
| All | +127.3% | +78.4% | +48.9% | +82.3% |
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