+124.0%
KEY vs PBF
+62.4%
+61.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.0% | -2.2% |
| 7D | +2.7% | +2.4% | +0.4% | +2.4% |
| 30D | -3.2% | +24.9% | -28.1% | -6.4% |
| 3M | +1.0% | +81.9% | -80.9% | -8.5% |
| 6M | +11.9% | +79.4% | -67.5% | +0.3% |
| YTD | +8.7% | +188.3% | -179.6% | -12.1% |
| 1Y | +18.5% | +177.3% | -158.8% | -5.2% |
| 3Y | +124.0% | +56.0% | +68.0% | +82.6% |
| All | +124.0% | +62.4% | +61.6% | +82.6% |
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 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